XMM-Newton View of the z>0 Warm-Hot Intergalactic Medium Toward Markarian 421

The recent detection with Chandra of two warm-hot intergalactic medium (WHIM) filaments toward Mrk 421 by Nicastro et al. provides a measurement of the bulk of the "missing baryons" in the nearby universe. Since Mrk 421 is a bright X-ray source, it is also frequently observed by the XMM-Newton Reflection Grating Spectrometer (RGS) for calibration purposes. Using all available archived XMM observations of this source with small pointing offsets (<15"), we construct the highest-quality XMM grating spectrum of Mrk 421 to date with a net exposure time (excluding periods of high background flux) of 437 ks and \~15000 counts per resolution element at 21.6A, more than twice that of the Chandra spectrum. Despite the long exposure time neither of the two intervening absorption systems is seen, though the upper limits derived are consistent with the Chandra equivalent width measurements. This appears to result from (1) the larger number of narrow instrumental features caused by bad detector columns, (2) the degraded resolution of XMM/RGS as compared to the Chandra/LETG, and (3) fixed pattern noise at \lambda > 29A. The non-detection of the WHIM absorbers by XMM is thus fully consistent with the Chandra measurement.