This can be a base for many soups and stews, and when making our Caribbean Bouillabaisse.
Remove the gills and any traces of blood from fish heads; thoroughly wash bones, and cut them to fit into a 12-quart stockpot. Place heads and bones in a large bowl, and set aside.
Quarter leek lengthwise; cut into 1/4-inch-thick slices. Transfer to a bowl of cold water; let stand 5 minutes to rid leek of sand. Lift out of water; drain in a colander; set aside.
Make a bouquet garni by placing bay leaves, parsley, thyme, cloves, fennel seeds, fennel branches, and peppercorns in a 12-inch-square piece of cheesecloth. Form a bundle, and tie with kitchen twine; set aside.
Melt butter in a 12-quart stockpot over medium heat; add cut leek, onion, celery, and fennel bulb; cook until vegetables are tender, 8 to 10 minutes. Increase heat to medium high, and add fish heads and bones. Cook, stirring, 5 minutes. Add wine, bouquet garni, and 2 1/2 quarts water, covering the bones. Bring liquid to a boil. Reduce heat to low, and simmer 25 minutes, skimming any scum that rises to the surface. Turn off the heat, and let sit 10 minutes.
Prepare an ice bath. Strain the stock through a fine sieve set over a large bowl. Set the bowl in the ice bath. Use stock within 1 day, or freeze for up to 3 months.
Resist the temptation to cook this stock longer than instructed, as it will become bitter. The vegetables are cut small so they can add the maximum amount of flavor in the shortest time.