NAV per share at 31 May 2010

Caledonia Investments plc ("Caledonia") announces that its unaudited diluted net asset value ("NAV") per share as at 31 May 2010, calculated on a cum-income basis, was 1963p.

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

Enquiries:

Caledonia Investments plc
Tim Ingram
Stephen King
Tel: 020 7802 8080

College Hill
Tony Friend
Roddy Watt
Tel: 020 7457 2020

04 Jun 2010