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1.
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To make shrimp stock: preheat oven to 400F Peel and devein shrimp; reserve shells and tails.
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Refrigerate shrimp until ready to use.
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Place reserved shrimp shells on a rimmed baking sheet and roast until crisp and lightly browned (12-15 minutes) Remove from oven and carefully pour sherry onto the baking sheet; scrape with a spatula to deglaze and remove all the bits of shrimp from the pan.
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Pour shells and sherry into a stockpot; add 5 cups water and the bay leaf.
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Squeeze lemon juice into the pot; add lemon rind and basil stems.
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Bring stock to a boil then reduce heat and simmer for 30 minutes.
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Strain stock and discard solids.
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2.
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To make soup: In a large pot, heat butter over medium heat.
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Add shrimp and saute' around 5 minutes.
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Remove to a plate with a slotted spoon; set aside.
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Add onion, carrots, and celery to pot and saute until tender, about 10 minutes.
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Add stock, bay leaf and rice.
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Cook 20 minutes over medium heat.
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Add tomatoes and basil leaves and cook 10 more minutes.
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Return shrimp to pot; cook 2 more minutes.
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3.
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Remove bay leaf.
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With an immersion blender, puree soup until smooth (or pouree in small batches in a food processor fitted with knife blade, then return to pot.)
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Add cream.
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Season to taste with salt and pepper.