The specular reflectivity of lamellar gratings of gold with grooves 0.5 microns wide separated by a distance of 3.5 microns was measured on the 2000 cm$^{-1}$ - 7000 cm$^{-1}$ spectral range for p-polarized light. For the first time, experimental evidence of the excitation of electromagnetic surface shape resonances for optical frequencies is given. In these resonances the electric field is highly localized inside the grooves and is almost zero in all other regions. For grooves of depth equal to 0.6 microns, we have analyzed one of these modes whose wavelength (3.3 microns) is much greater than the lateral dimension of the grooves.
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