The Cayman Islands is a self-governing British Overseas Territory, and the largest by population. The 264-square-kilometre territory comprises the three islands of Grand Cayman, Cayman Brac and Little Cayman, which are located south of Cuba and north-east of Honduras, between Jamaica and Mexico's Yucatán Peninsula. The capital city is George Town on …The Cayman Islands is a self-governing British Overseas Territory, and the largest by population. The 264-square-kilometre territory comprises the three islands of Grand Cayman, Cayman Brac and Little Cayman, which are located south of Cuba and north-east of Honduras, between Jamaica and Mexico's Yucatán Peninsula. The capital city is George Town on Grand Cayman, which is the most populous of the three islands.