Step 1

First make the stock ~ put 4 cups water in a pot, along with the shrimp shells and bring to a boil. Let simmer for 15 minutes. Strain the broth and add water if necessary to make 3 3/4 cups. Set aside.

Step 2

Meanwhile, slice the leeks and then rinse them thoroughly to remove any grit.

Step 3

Heat the oil in a soup pot and saute the leeks for 5 minutes until softened but not browned. Add the garlic and cook for another minute.

Step 4

Add the cayenne and the shrimp and cook, stirring constantly, until the shrimp are cooked, about 3 minutes.

Step 5

Add the cognac and cook for a minute, then the sherry, and cook for 3 more minutes.

Step 6

Puree the mixture, in 2 batches, in a food processor until it is coarsely pureed. Set aside.

Step 7

Melt the butter in the same pan and add the flour ~ cook for one minute, stirring constantly. Do not let it brown. Add the half and half and cook over medium heat until it is hot and thickened. Stir or whisk constantly.

Step 8

Stir in the pureed shrimp, the stock, tomato paste, salt, and pepper and heat over medium heat until hot but not boiling. Season to taste, and serve in small bowls, garnished with fried leeks or chopped shrimp and thyme leaves.