It's relatively deep between Diamond Cay and Little JVD so this is one place I usually just grab a mooring ball. I've anchored just north of Diamond Cay (west of the mooring field and roughly in line with Taboo's dock) and just south of Diamond Cay (in about 20' of water) though both anchorages are bit more exposed than the mooring field if there's a strong E-NE breeze. Entire bay gets a bit rolly if strong SE winds.