We present our XMM-Newton RGS observations of X Comae, an AGN behind the Coma cluster. We detect absorption by NeIX and OVIII at the redshift of Coma with an equivalent width of 3.3+/-1.8 eV and 1.7+/-1.3 eV, respectively (90% confidence errors or 2.3 sigma and 1.9 sigma confidence detections determined from Monte Carlo simulations). The combined significance of both lines is 3.0 sigma, again determined from Monte Carlo simulations. The same observation yields a high statistics EPIC spectrum of the Coma cluster gas at the position of X Comae. We detect emission by NeIX with a flux of 2.5+/-1.2 x 10^-8 photons cm^-2 s^-1 arcmin^-2 (90% confidence errors or 3.4 sigma confidence detection). These data permit a number of diagnostics to determine the properties of the material causing the absorption and producing the emission. Although a wide range of properties is permitted, values near the midpoint of the range are T = 4 x 10^6 K, n_H = 6 x 10^-6 cm^-3 corresponding to an overdensity with respect to the mean of 32, line of sight path length through it 41 Z/Zsolar^-1 Mpc where Z/Zsolar is the neon metallicity relative to solar. All of these properties are what has been predicted of the warm-hot intergalactic medium (WHIM), so we conclude that we have detected the WHIM associated with the Coma cluster.
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