  We report a ~3 sigma detection of a 21.82 A absorption feature in the
direction of the BL Lac MRK 421 which is interpreted as OVII K(alpha) at
z~0.01. This corresponds to the redshift of a H absorber in a cosmic void
detected by HST along the line of sight of the same object. The 21.82 A line
proves the existence of warm/hot intergalactic medium (WHIM) outside the Local
Group, in agreement with current models of structure formation in the Universe.
The WHIM at z~0.01 has temperature <~(2.5-4)E6 K for gas densities in the range
1E-6 - 1 atom/cm3. We also detect OVII, OVIII and NeIX absorption lines with
zero velocity, possibly connected with WHIM in the Local Group.
