In this contribution we present the detection of two WHIM filaments in the Chandra-LETG spectrum of Mkn 421. This spectrum has been obtained following 2 of our pre-approved Target of Opportunity requests to observe Blazars in outburst to efficiently ‘X-ray’ the IGM at high spectral resolution. These observations caught the source at the unprecedented levels of 60 and 40 mCrab in the soft X-ray (0.5-2 keV) band. We detect, for the first time, two WHIM filaments at redshifts of z=0.011 and z=0.027, respectively. Based on these two detections and on the upper limits on associated HI and OVI absorption as inferred from the HST and FUSE spectra of Mkn 421, we estimate a number of WHIM filaments per unit redshift, with He-like ion columns $N_{X} \gs 8 \times 10^{14}$ cm$^{-2}$ of $dN/dz = 67^{+88}_{-43}$, and a baryon mass density of $\Omega_b = 0.021^{+0.028}_{-0.014}$, virtually all of the ‘missing baryons’ at $z\lt1$.To search for other articles by the author(s) go to: http://adsabs.harvard.edu/abstract_service.html