  GRB120711A, discovered and rapidly localized by the INTEGRAL satellite,
attracted particular interest due to its high gamma-ray fluence, very bright
X-ray afterglow, and the detection of a prompt optical transient and of
long-lasting emission at GeV energies. A follow-up observation carried out with
the XMM-Newton satellite has provided an X-ray spectrum in the 0.3-10 keV with
unprecedented statistics for a GRB afterglow 20 hours after the burst. The
spectrum is well fit by a power-law with photon index 1.87+-0.01, modified by
absorption in our Galaxy and in the GRB host at z=1.4. A Galactic absorption
consistent with that estimated from neutral hydrogen observations is obtained
only with host metallicity lower than 0.05 of the Solar value. We report the
results of a sensitive search for emission and absorption lines using the
matched filter smoothing method (Rutledge and Sako 2003). No statistically
significant lines were found. The upper limits on the equivalent width of
emission lines, derived through Monte Carlo simulations, are few tens of eV, a
factor about 10 lower than that of the possible lines reported in the
literature for other bursts.
