An EMI gasket (40) takes the form of a formed conductive shroud that completely encircles a metal shielding cage (10). The shroud has an opening that is surrounded by a plurality of sides and all of the sides contain slots that receive spring contacts (60) of a metal shielding cage (10). The slots contain shoulders (46) to limit the travel of the spring contacts within the shroud slots and thereby limit the travel of the shroud on the shielding cage.