In a large pot combine broth, water, wine, apples, carrots, onion, fennel, bay leaf, thyme and peppercorns; heat to boiling. Reduce heat to simmer, cover, and cook 20 minutes.
Strain soup, reserving liquid. Remove bay leaf from apple-vegetable mixture. In blender or food processor, puree mixture; add reserved liquid and blend well. Reheat soup if necessary. To serve, ladle into soup bowls and top with dollop of yogurt, if desired.