We present a conjecture for the density matrix of a finite segment of the XXZ
chain coupled to a heat bath and to a constant longitudinal magnetic field. It
states that the inhomogeneous density matrix, conceived as a map which
associates with every local operator its thermal expectation value, can be
written as the trace of the exponential of an operator constructed from
weighted traces of the elements of certain monodromy matrices related to Uq(sl^2) and only two transcendental functions pertaining to
the one-point function and the neighbour correlators, respectively. Our
conjecture implies that all static correlation functions of the XXZ chain are
polynomials in these two functions and their derivatives with coefficients of
purely algebraic origin.Comment: 35 page