Grease two 9 x 5-inch (23 x 12½ cm) loaf pans. Set aside. In a large bowl stir together the all-purpose flour, rye flour, cocoa powder, yeast, sugar and salt. In a separate bowl mix together the warm water, molasses, and oil. Pour the wet ingredients into the dry mix and combine until a dough is formed.
Transfer the dough to a lightly floured surface and knead until it is smooth and elastic, roughly 8-10 minutes. (You can also knead this with a stand mixer, fitted with a dough hook, on medium-low speed for 5-8 minutes.)
Place the dough in a large, clean, oiled bowl and cover. Let it rest in a warm place until it has doubled in size, roughly 60-90 minutes.
Punch down the dough and then divide in half. For each half, pat the dough into a rough triangle that is about 10-inches (25½ cm) wide at the base, 5-inches (12½ cm) wide at the tip and 10-inches (25½ cm) tall.
Roll the dough into a log from the 5-inch end down to the base, pinching the seams. Turn the log so that it is seam side down and tuck the ends under the loaf. Carefully place into a prepared loaf pan and repeat with the second half of the dough, then cover the pans and place in a warm place until doubled in size, about 45 minutes.
Towards the end of the rise, preheat oven to 375°F (190°C).
Bake for about 40 minutes. (The bread is done when it sounds hollow when tapped.)
Let cool completely on a rack before slicing. Store bread at room temperature for up to 3 days. It can also be frozen for up to 8 weeks. Defrost at room temerpature for several hours.