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I have seen in a schematic that the RXCT and TXCT are connected to Ground but actually there is no connected no ground to the PCB:

Can anyone explain to me what do these signals mean and if it is a bug and there is no ground, should they be connected to GND?

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Ground means a 0V reference.

Earth Gnd means connect to AC line earth gnd.

When CM noise needs to be reduced, the terminator R's common are terminated to the 0V at each end with 0.01uF and shield with 1nF or 1nF/0.1uF cap to avoid AC ground loops at line f.

This reduces CM noise, if the units is not mobile and has an Earth ground that differs at each end.

note the different use of Gnd symbols.

The PHY magnetics has both a CM choke and a differential isolation transformer with a centre tap.

The CMRR of the CM choke is improved here by use of a 1500pF cap to Tx ground as additional CM rejection filter LC LPF due to impedance ratio XL/Xc of CM choke X rising with f and CM shunt cap Xc reducing with rising f, while not affecting the differential signal. enter image description here

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That is the whole intention of an ethernet connection: the transformer provides isolation from DC.

It does this for a few reasons:

1) to prevent ground loops between devices.
2) to reduce common mode noise to the receivers

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