We review the current high-significance X-ray detections of Warm-Hot Intergalactic Medium ( WHIM ) filaments at z > 0 along the lines of sight to the two blazars Mrk 421 ( z = 0.03 ) and 1ES 1028+511 ( z = 0.361 ) .
For these WHIM filaments , we derive ionization corrections and , when possible , metallicity estimates .
This allows us to obtain refined estimates of the number density of O VII WHIM systems down to the O VII column density sensitivity of our observations , and most importantly , a measurement of the cosmological mass density \Omega _ { \mathrm { b } } ^ { \mathrm { WHIM } } in the WHIM , at redshift z < 0.361 .
These estimates agree well with model predictions and with the total estimated amount of missing baryons in the local Universe , although errors are large , due to the still limited number of systems .
We conclude discussing future observational strategies and mission designs for WHIM studies .