Net Asset Value(s)

Caledonia Investments PLC
07 March 2006

Caledonia Investments plc

Unaudited net asset value per share at 28 February 2006

Caledonia Investments plc ('Caledonia') announces that its unaudited net asset
value per ordinary share as at 28 February 2006 was 1992p.

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


                                                                   07 March 2006


Caledonia Investments plc                                     Tel: [phone]

Tim Ingram
Jonathan Cartwright

College Hill Associates                                       Tel: [phone]

Tony Friend
Roddy Watt


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