Net Asset Value(s)

Caledonia Investments PLC
05 October 2006

Caledonia Investments plc

Unaudited net asset value per share at 30 September 2006

Caledonia Investments plc ('Caledonia') announces that its unaudited net asset
value per ordinary share as at 30 September 2006 was 2083p, before deduction of
an interim dividend.

The monthly reported net asset value per ordinary share, together with
performance statistics and information on the valuation of principal
investments, is now available on Caledonia's website at www.caledonia.com.

                                                                 05 October 2006


Caledonia Investments plc                                     Tel: [phone]

Tim Ingram
Jonathan Cartwright

College Hill Associates                                       Tel: [phone]

Tony Friend
Roddy Watt





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