In a steamer set over simmering water, cook the broccoli florets until soft, about 5 minutes. Drain and set aside.
In a large skillet, melt the butter over medium-low heat. Add the leeks, sprinkle with salt and cook, stirring often, until soft, about 15 minutes. Stir in the chicken broth and cook until half the broth is absorbed. Remove from the heat.
In a food processor, combine the broccoli and the leek mixture. Add the cream and process until smooth. Season with the nutmeg, cayenne and salt to taste. Add to the skillet and warm over low heat. Add the cheese and cook until melted.