Sweat the onion, leeks, fennel and parsley in the butter until translucent. Add the fish bones and sweat very lightly so that it does not colour. Add enough cold water to cover the fish and vegetables.
Place the stockpot on high heat and bring the liquid to a simmer. Skim the scum that forms on the surface with a spoon and discard. Reduce the heat and simmer, skimming as necessary.