Good Lard, the things I have to do around here because others won't do their own research! And me retired and all!

"The Prussian language really belongs not to the Germanic but to the Baltic group of Indoeuropean languages and is cognate with living Lithuanian and Latvian languages. The Baltic group of languages in its turn is closest to the Slavic group of languages (Czech, Serbian, Polish, Russian etc.). The latter, together with the Baltic group, are closest to the Germanic group of Indoeuropean (German, English, Swedish etc.). The Germanic languages are so-called centum-languages (cf. the word Engl. Hundred, Latin Centum), while the Baltic and Slavic languages are satem-languages (cf. Lith. Šimtas 'hundred', Polish Sto, Avestian Satæm). The Baltic languages in their turn are divided into Western (or Peripheral) Baltic (Prussian, extinct Yatvingian, Old Curonian etc.) and Eastern (or Central) Baltic (Lithuanian, Latvian). The first have retained e.g. an older diphthong ei on the place of the newer ie in the latter. On the other hand, Prussian shares with Latvian the whistling pronounciation of sibilants (s, z) against their hushing pronunciation in Lithuanian (š, ž), all of them coming from "centum" Indoeuropean *k, *g. Prussian is much more archaic than Eastern Baltic, although Lithuanian is much more archaic than Latvian."

Note that this is not "Old Prussian" (a misnomer), which became extinct as a spoken language in the 18th Century.