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Quite often, synthesizers will have a MIDI THRU port rather than a MIDI Out port.

The MIDI THRU port will output whatever signal is being put into the device through the MIDI IN port (or the USB port, depending on the device) completely unaffected.

Analogue synthesizers in particular do not send MIDI signals internally, so the inclusion of this port allows you to place your synth within a MIDI chain and connect to other units from its output. This means you could place a unit after your analogue synthesizer and control its parameters from the first unit in your chain, without affecting the settings of your analogue synth.