Director/PDMR Shareholding

Caledonia Investments PLC
09 March 2006

NOTIFICATION OF TRANSACTIONS OF DIRECTORS, PERSONS DISCHARGING MANAGERIAL
RESPONSIBILITY OR CONNECTED PERSONS

This form is intended for use by an issuer to make a RIS notification required
by DR 3.1.4R(1).



(1)  An issuer making a notification in respect of a
transaction relating to the shares or debentures of the issuer should complete
boxes 1 to 16, 23 and 24.

(2)  An issuer making a notification in respect of a
derivative relating the shares of the issuer should complete boxes 1 to 4, 6,
8,13, 14, 16, 23 and 24.

(3)  An issuer making a notification in respect of options
granted to a director/person discharging managerial responsibilities should
complete boxes 1 to 3 and 17 to 24.

(4)  An issuer making a notification in respect of a
financial instrument relating to the shares of the issuer (other than a
debenture) should complete boxes 1 to 4, 6, 8, 9, 11, 13, 14, 16, 23 and 24.



Please complete all relevant boxes should in block capital letters.

1.    Name of the issuer                           2.    State whether the notification relates to (i) a
                                                         transaction notified in accordance with DR
                                                         3.1.4R(1)(a); or

                                                         (ii) DR 3.1.4(R)(1)(b) a disclosure made in
                                                         accordance with section 324 (as extended by
                                                         section 328) of the Companies Act 1985; or

                                                         (iii) both (i) and (ii)
      Caledonia Investments plc                          Both (i) and (ii)
3.    Name of person discharging managerial        4.    State whether notification relates to a person
      responsibilities/director                          connected with a person discharging managerial
                                                         responsibilities/director named in 3 and
                                                         identify the connected person
      All executive directors of Caledonia               Mourant & Co Trustees Ltd, trustee of the
      Investments plc                                    Caledonia Investments plc Employee Share Trust
                                                         (see box 5)
5.    Indicate whether the notification is in      6.    Description of shares (including class),
      respect of a holding of the person referred        debentures or derivatives or financial
      to in 3 or 4 above or in respect of a              instruments relating to shares
      non-beneficial interest(1)
      Non-beneficial interest                            Caledonia Investments plc ordinary 5p

      Notification relates to shares transferred
      by the Caledonia Investments plc Employee
      Share Trust in relation to options exercised
      under the Caledonia Investments plc
      executive share option scheme. Each
      executive director of Caledonia, as a
      potential beneficiary, is interested in
      shares held by the Trust.
7.    Name of registered shareholders(s) and, if   8     State the nature of the transaction
      more than one, the number of shares held by
      each of them
      Greenwood Nominees Ltd A/c 438545                  Transfer by the Trustee of the Caledonia
                                                         Investments plc Employee Share Trust of shares
                                                         to source options exercised under the Caledonia
                                                         Investments plc executive share option scheme.



9.    Number of shares, debentures or financial    10.   Percentage of issued class acquired (treasury
      instruments relating to shares acquired            shares of that class should not be taken into
                                                         account when calculating percentage)

11.   Number of shares, debentures or financial    12.   Percentage of issued class disposed (treasury
      instruments relating to shares disposed            shares of that class should not be taken into
                                                         account when calculating percentage)
      79,000                                             0.12%
13.   Price per share or value of transaction      14.   Date and place of transaction
      781p                                               9 March 2006, London




15.   Total holding following notification and     16.   Date issuer informed of transaction
      total percentage holding following
      notification (any treasury shares should not
      be taken into account when calculating
      percentage)
      695,189A A A A  A 1.1%                             9 March 2006



If a person discharging managerial responsibilities has been granted options by
the issuer complete the following boxes
17    Date of grant                                18.   Period during which or date on which it can be
                                                         exercised

19.   Total amount paid (if any) for grant of the  20.   Description of shares or debentures involved
      option                                             (class and number)

21.   Exercise price (if fixed at time of grant)   22.   Total number of shares or debentures over
      or indication that price is to be fixed at         which options held following notification
      the time of exercise

23.   Any additional information                   24.   Name of contact and telephone number for
                                                         queries
                                                         Mr G P Denison

                                                         0207 802 8080


Name and signature of duly authorised officer of issuer responsible for making notification



GraemeDenison, 
Company Secretary

Date of notification _______9 March 2006____________________________________








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