A connector assembly for connecting differential signal circuits on two different circuit boards has a connector housing formed from an insulative material with a conductive coating on the surfaces thereof and with cavities formed therein to receive terminal assemblies. Each internal cavity may have an elongated portion that extends transversely across the housing and a plurality of leg portions in communication with the elongated portion to define passages between opposite sides of the connector. Each cavity is suited for holding a terminal assembly having at least one pair of differential signal terminals. The terminals have opposing compliant tail portions, and interconnecting portions that are partially encapsulated by an insulative outer shell. Two shells are combined together to form a single terminal assembly. The terminal assemblies are identical in shape so that they may be inserted into any of the cavities of the housings, thereby imparting a measure of modularity to the connectors.