The most recent observations of the cosmic microwave background (e.g., WMAP) show that baryons contribute about 4% to the total density of the Universe. However at redshift ≤ 1, about half of these baryons have not yet been observed. Cosmological simulations predict that these "missing" baryons should be distributed in filaments, have temperatures of 105 to 107 and K overdensities of a few to hundred times the average baryon density, forming the so-called Warm-Hot Intergalactic Medium (WHIM). There is increasing evidence from Chandra and XMM-Newton that the WHIM may indeed exist. However it is clear that to map the morphology of the WHIM and to measure its physical conditions, a completely different class of instruments is required. Measuri...