Use of capacitor for data lines near sata port
Many high-speed serial communication standards use DC blocking caps to, well, block DC.  SATA does this, as does PCI-Express.  

The serial data stream is encoded in such a way that it is "DC balanced", meaning that there is an equal number of "zeros" as there are "ones".  This is required so that the DC blocking cap doesn't do bad things to the signal.