Abstract: A connection between a first member (e.g. a piston rod) and a bore in a second member (e.g. a piston) which is formed by two spaced grooves on the first member at least one of which is in register with one of two spaced steps in the bore, and a compression clip mounted in each groove such that when the groove and the step are in register the compression clip is in compression between one face of each groove and one face of the corresponding step and the angle between the compression forces acting on the clip and the longitudinal axis of the bore is in the range 30.degree.-70.degree..