Heat the olive oil in a large, preferably stainless steel, saucepan or flameproof casserole. Add the leeks, onion and pepper and cook over medium heat for about 5 minutes until the onion starts to soften, stirring occasionally .Add the fish heads, bones and trimmings with any heads or shells from the shrimp. Then add the tomatoes, garlic, bouquet garni, orange, orange rind, saffron and enough cold water to cover the ingredients by 1 inch.