  ROSAT observations of the Vela pulsar and its surroundings revealed a
collimated X-ray feature almost 45' in length (Markwardt & Ogelman 1995),
interpreted as the signature ``cocoon'' of a one-sided jet from the Vela
pulsar. We report on a new ASCA observation of the Vela pulsar jet at its head,
the point where the jet is believed to interact with the supernova remnant. The
head is clearly detected, and its X-ray spectrum is remarkably similar to the
surrounding supernova remnant spectrum, extending to X-ray energies of at least
7 keV. A ROSAT+ASCA spectrum can be fit by two-component emission models but
not standard one-component models. The lower energy component is thermal and
has a temperature of 0.29+/-0.03 keV (1 sigma); the higher energy component can
be fit by either a thermal component of temperature ~4 keV or a power law with
photon index ~2.0. Compared to the ROSAT-only results, the mechanical
properties of the jet and its cocoon do not change much. If the observed
spectrum is that of a hot jet cocoon, then the speed of the jet is at least 800
km s^-1, depending on the angle of inclination. The mechanical power driving
the jet is >10^36 erg s^-1, and the mass flow rate at the head is > 10^-6 M_sun
yr^-1. We conclude that the jet must be entraining material all along its
length in order to generate such a large mass flow rate. We also explore the
possibility that the cocoon emission is synchrotron radiation instead of
thermal.
