How does current flow in single-terminal shocks and lightning strikes?

[Resistanceisfutile]

I've been trying to fix an electronic bug swatter and noticed that the grating (which is electrified) is only connected to the circuit by one terminal. Yet it is possible (and unfortunately its happened to me) to get shocked from this terminal without touching any other part of the circuit so far as I am aware.
Can someone explain how this would be possible?

 

[Audioguru]

You might be coupled to the circuit 0V or ground by capacitance through the air.