Expressen's royal reporter Johan T Lindwall told yesterday at a live interview, that according to his sources, Madeleine and Chris will spend the Christmas Eve with Chris' mother in London, Carl Philip will go to Sofia's family in Älvdalen. And Victoria and Daniel are spending Christmas with Daniel's family either at the Haga Palace or in Ockelbo, yesterday it looked like they shall be celebrating Christmas at Haga. Princess Christina is celebrating Christmas with her family. This Christmas the members of the swedish royal family are creating new traditions for Christmas, like in Norway (Haakon and Mette-Marit are not celebrating Christmas with the king and queen) or Denmark, where Mary and Frederik for the first time are celebrating Christmas with their family, not with the Queen and prince Henrik.
Everything points to that Madeleine and Chris will fly from London back to New York and she will give birth there.