Hi Franko, I seem to be chasing you around (I'm not, I promise, just passionate about antennas feedlines and noise)..
The HF connector on the RSP2 is specially designed as a balanced input which is a great thing and one of the major improvements over the RSP1.
That's mentioned in this PDF, which you may have seen, along with suggestions about connecting to it either directly via coax using the two balanced terminals with one bridged to the ground terminal, or using a Nooelec balun.
http://www.sdrplay.com/wp-content/uploa ... uidev2.pdf
Also, I would never use any independent ground, as per your black wire, that's begging for noise and other problems. It's much better to isolate your SPR from ground and feed the left hand pair of connectors via a balanced line as per the Nooelec photo.
This topic touches on why and how to achieve that, as per n1kgy's comment in that thread.
viewtopic.php?f=8&t=1687
You might not notice or care about what might appear to be minor noise differences now, but as you improve every link in the antenna-feedline chain (and you've barely started I can assure you) your noise figure will get better and better, it is worth it, and it is good fun too.
