From the Cayman Government:

Tropical storm force winds are expected to begin to effect Cayman Brac from shortly after midnight tonight through mid-morning tomorrow (Thursday).
As the Sister Islands are on the northern quadrant of the storm, they will experience quite severe storm conditions such as battering waves and surge, especially on the southern coast.
Grand Cayman will experience tropical storm-force winds from around sunrise Thursday morning through the early afternoon. The west and north coasts will experience high waves and seas and residents along those areas should take all precautions necessary for the protection of property and life.
Once conditions begin to deteriorate, it is essential that all persons should remain indoors and away from danger until the all clear is given.
Waves of 9-12 feet are expected on all three islands. Flooding of low-lying areas is expected.

The complete advisory

On a lighter note, my neighour Seb dug out a pair of boogieboards to take advantage of the 9-12 foot surf expected along Seven Mile Beach. If I go, I'll take pictures and post em