  We present XMM-Newton observations of the O supergiant Zeta Orionis (O9.7
Ib). The spectra are rich in emission lines over a wide range of ionization
stages. The RGS-spectra show for the first time lines of low ion stages such as
C VI, N VI, N VII, and O VII. The line profiles are symmetric and rather broad
(FWHM approximately 1500 km/s) and show only a slight blue shift. With the
XMM-epic spectrometer several high ions are detected in this star for the first
time including Ar XVII and S XV. Simultaneous multi-temperature fits and
DEM-modeling were applied to the RGS and EPIC spectra to obtain emission
measures, elemental abundances and plasma temperatures. The calculations show
temperatures in the range of about 0.07-0.6 keV. According to the derived
models the intrinsic source X-ray luminosity at a distance of 251 pc
Lx=1.37(.03) times 10^{32} ergs/s, in the energy range 0.3-10 keV. In the best
multi-temperature model fit, the abundances of C, N, O, and Fe are near their
solar values, while the abundances of Ne, Mg, and Si appear somewhat enhanced.
The sensitivity of the He-like forbidden and intercombination lines to Zeta
Ori's strong radiation field is used to derive the radial distances at which
lines are formed. Values of 34 R-star for N VI, 12.5 R-star for O VII, 4.8
R-star for Ne IX, and 3.9 R-star for Mg XI are obtained.
