1. Put water in a 2 gallon soup pot and then add broccoli, carrots, onion, and spices. Over low heat, let simmer for 15-20 minutes. While soup is simmering, make a roux by melting the butter in a saute pan and stirring in the flour until it is absorbed. Cook roux, stirring often, until it smells like roasted nuts. Set aside.
2. When vegetables in soup are tender, add cream and stir. Stir in cheese until it is melted and then stir in roux, a little at a time, as you may not need all of it. When soup is at desired consistency, remove from heat and carefully take out the bay leaf. Serve and enjoy!
3. NOTE: Stir soup often while cooking so that the cheese does not sink and burn.