Make the sponge by whisking together the rye flour yeast, and water in the bowl of a stand mixer or a medium to large sized mixing bowl.
1 cup (120 grams) light rye flour, ½ teaspoon instant yeast, 1 cup (240 milliliters) lukewarm water
On top of the sponge, add the bread flour, caraway and fennel seeds, and additional yeast.
2½ cups (300 grams) bread flour, 1 teaspoon caraway seeds, ½ teaspoon instant yeast, ½ teaspoon fennel seeds
Cover the bowl with plastic wrap and let it set at warm room temperature until the sponge is bubbling through, about 1 to 3 hours.
Mix the sponge and flours together, then add the salt. Mix until the dough starts to come together, adding more bread flour or water as necessary to get a slightly sticky dough. Switch to the dough hook in your mixer once the dough comes together.
1 teaspoon salt
Divide the dough roughly in half.
Knead the light colored dough for 5 to 6 minutes until the dough is soft and stretchable.
Form the dough into a boule, place it in a small oiled bowl, cover it with plastic wrap, and let it rise at warm room temperature until it has doubled in size, about 2 to 3 hours again.
Now add the cocoa or instant espresso powder to the second half of the dough and knead it until it also is soft and pliable and the color is evenly throughout. Shape like the first half into a boule and let rise until doubled.
1 tablespoon unsweetened cocoa or instant espresso powder
To create the marbled rye, punch down the two doughs, divide them in half if you like and use a rolling pin to gently roll them into a rectangle. Place the doughs on top of each other and roll them together gently to help them stick together.
Roll the stacked doughs into a log, starting from the short edge.
Grease a 9 inch by 5 inch loaf pan, shape your dough into a loaf, and place the marbled rye bread dough seam side down into the pan. Let it rise at warm room temperature until it has risen to about one inch about the sides of the loaf pan, about another 2 hours
Meanwhile heat your oven to 375°F.
Bake for about 30 minutes, until the internal temperature of the bread is 190 to 195°F.
Unmold immediately and let cool on a baking rack for at least one hour before slicing.