Toast all whole spices (not the ground turmeric and cayenne pepper powder) in a pan over medium-low heat for approximately 6 to 8 minutes (or until aromatic). Stir often to keep the spices from burning.
Transfer the whole spices to a spice grinder or mortar. Grind the spices using the grinder or mortar and pestle until they are ground fine into a powder.
Add the cayenne pepper and turmeric powder. Blend it into the curry seasoning.
Use the curry powder immediately or store in an airtight container for up to three months.