A power connector (1) for delivering power and signals includes an insulative housing (10), a contact module (20), a capacitor board (30) and a signal board (40), the capacitor and signal boards respectively being connected to a rear portion of the contact module. The housing defines a top wall (18), opposite side walls (17) and a chamber (12) for receiving the contact module. The contact module includes a number of contacts (221, 222, 223, 224) and an insulative member having a number of insulative components (211, 212, 213) for clamping the contacts. A locking device consisting of protrusions (24) and receiving holes (15) respectively formed on an upper surface of the insulative member and the top wall of the housing is provided to securely assemble the contact module to the housing.