Put the milk in a pot and heat over medium heat.

Add the cinnamon stick, pinch of baking soda, and sugar. Stir well until the sugar dissolves.

Keep on the heat, stirring constantly to prevent the milk from burning.

Beat the egg yolks. While beating, add the milk and continue beating.

Return the mixture to the pot to heat, stirring constantly until it boils.

Let it cool and add the cup of rum, stirring continuously.

Bottle in a glass container.