  It has been known for decades that the observed number of baryons in the
local universe falls about 30-40% short of the total number of baryons
predicted by Big-Bang Nucleosynthesis, as inferred from density fluctuations of
the Cosmic Microwave Background and seen during the first 2-3 billion years of
the universe in the so called Lyman-alpha Forest. A theoretical solution to
this paradox locates the missing baryons in the hot and tenuous filamentary gas
between galaxies, known as the warm-hot intergalactic medium. However, it is
difficult to detect them there because the largest by far constituent of this
gas - hydrogen - is mostly ionized and therefore almost invisible in
far-ultraviolet spectra with typical signal-to-noise ratios. Indeed, despite
the large observational efforts, only a few marginal claims of detection have
been made so far. Here we report observations of two absorbers of highly
ionized oxygen (OVII) in the high signal-to-noise-ratio X-ray spectrum of a
quasar at redshift >0.4. These absorbers show no variability over a 2-year
timescale and have no associated cold absorption, making the assumption that
they originate from the quasar's intrinsic outflow or the host galaxy's
interstellar medium implausible. The OVII systems lie in regions characterized
by large (x4 compared to average) galaxy over-densities and their number (down
to the sensitivity threshold of our data), agrees well with numerical
simulation predictions for the long-sought warm-hot intergalactic medium
(WHIM). We conclude that the missing baryons have been found.
