Social network sites, location-sharing services and, more recently, applications enabling the quantified self, mean that people are generating and sharing more data than ever before. It is important to understand the potential privacy impacts when such personal data are commercialised, to ensure that expectations of privacy are preserved.This paper presents the first user study of incentivised location sharing, where people are given a direct monetary incentive to share their location with a business or their social network. We use Nissenbaum's framework of contextual integrity in a preliminary user study (n=22) to investigate potential privacy risks with such services. We find that monetisation changes why people share their data, but not the frequency of disclosures. Our results motivate further study and are useful for designers of location-sharing systems and researchers who wish to leverage the diverse range of personal data that are available in a privacy-sensitive manner.