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In this paper, a range of indices have been derived to quantify the incentives to game the uniform-price spot market. The gain of a portfolio generator due to withdrawing capacity and/or inflating the price bid has been found to be proportional to the in-merit market share of the gaming generator and the inverse combined price elasticity of supply/demand. A gaming index has also been derived, as a modification of the Herfindahl-Hirschman Index, which takes into account the reduction in the number of competitors as the demand goes up and the benefit the portfolio generators take from gaming. Price-elastic loads reduce gaming opportunities but do not remove them. Application of the indices has been illustrated using the the spot market in England and Wales. The results seem to confirm practical evidence from many countries that spot markets are vulnerable to gaming.