Combine rice, broth and bay leaf in medium-size saucepan. Bring to boiling over high heat. Reduce heat; cover and simmer for 35 minutes or until all liquid is absorbed. Remove from heat. Remove bay leaf and discard.
Stir spinach into rice. Stir in green onion, parsley, basil, tarragon, salt and nutmeg just until mixed; herbs should stay green and fresh. Serve with shrimp.