Wash the mussels very well with water and remove any barnacles.
In a large cooking pot, put the mussels in water and heat. Wait until they open and stop the heat. Be careful not to overcook the mussels. Take the mussels out, remove shells and set aside.
Keep the cooking water.
Chop the onion, leeks and garlic. Saute onion and leek in olive oil in a pan with high edges. Reduce the heat.
Add tomato paste and garlic, and stir. Wet the mixture with the reserved cooking water from the mussels, add fennel, bay leaf, and a pinch of saffron, season (not to much salt) and bring to boil.
Meanwhile, chop a handful of mussels and add them to the broth. Allow the soup to absorb the flavour and aroma from the mussels (about 10 minutes).