Report of Foreign Issuer (6-k)

FORM 6-K

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

Report of Foreign Private Issuer

Pursuant to Rule 13a-16 or 15d-16

Of the Securities Exchange Act of 1934

For the month of January 2016

Commission File Number: 000-13345

CALEDONIA MINING CORPORATION

(Translation of registrant's name into English)

Suite 1000

36 Toronto Street

Toronto, ON, M5C 2C5

Canada

(Address of principal executive offices)

Indicate by check mark whether the registrant files or will file annual reports under cover Form 20-F or Form 40-F

Form 20-F x Form 40-F ______

Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(1): ______

Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(7): ______

Indicate by check mark whether by furnishing the information contained in this Form, the registrant is also thereby furnishing the information to the Commission pursuant to Rule 12g3-2(b) under the Securities Exchange Act of 1934.

Yes ______ No x

If "Yes" is marked, indicate below the file number assigned to the registrant in connection with Rule 12g3-2(b): 82- ______

Signatures

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	Caledonia Mining Corporation (Registrant) By: /s/ Steve Curtis
Dated: January 8, 2016	Name: Steve Curtis Title: CEO and Director

Exhibit	Description

99.1	Caledonia Mining Corporation: Grant of Share Options

Exhibit 99.1

Caledonia Mining Corporation

(TSX: CAL, OTCQX: CALVF, AIM: CMCL)

Grant of Share Options

January 8, 2016: Caledonia Mining Corporation ("Caledonia" or the "Company") announces that on December 22, 2015 options over 90,000 common shares of no par value each in the Company were granted to David Henderson, a non-executive director of the Company, exercisable at 74 Canadian cents (being the closing price on December 22, 2015) and to expire on December 22, 2020.

These options were granted following David Henderson's appointment to the board of Caledonia, which was announced on August 10, 2015. David Henderson now holds a total of 90,000 options over the common shares of the Company.

For further information please contact:

Caledonia Mining Corporation Mark Learmonth Tel: +27 11 447 2499 marklearmonth@caledoniamining.com	WH Ireland Adrian Hadden/Nick Prowting Tel: +44 20 7220 1751

Blytheweigh Tim Blythe/Camilla Horsfall/Megan Ray Tel: +44 20 7138 3204