According to the Swedish Royal Court:
…the children of Their Royal Highnesses Prince Carl Philip and Princess Sofia, and the children of Her Royal Highness Princess Madeleine and Mr Christopher O’Neill will no longer be members of The Royal House.
Prince Alexander, Prince Gabriel, Princess Leonore, Prince Nicolas and Princess Adrienne will continue to be members of The Royal Family. However, they will no longer enjoy the style of Royal Highness and, in the future, will not be expected to perform duties incumbent on the Head of State.
[They] will retain their titles of Duke and Duchess previously granted by His Majesty.
To read the entire Communiqué from the Swedish Royal Court, please click here.