A contact module includes a dielectric holder having right and left sides holding signal contacts. A shield structure is coupled to the dielectric holder providing electrical shielding for the signal contacts. The shield structure has a first ground shield provided at the right side of the dielectric holder and a second ground shield provided at the left side of the dielectric holder. The first and second ground shields are electrically connected together between corresponding pairs of the signal contacts and providing electrical shielding between corresponding signal contacts along a majority of a length of the transition portions.