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El Karoui, C. Kapoudjian, E. Pardoux, S. Peng} and \\textit{M. C. Quenez} [Ann. Probab. 25, No. 2, 702--737 (1997; Zbl 0899.60047)], and the notion of BSDE reflected at two barriers goes back to \\textit{J. Cvitani\u0107} and \\textit{I. Karatzas} [ibid. 24, No. 4, 2024--2056 (1996; Zbl 0876.60031)]. The results for reflected BSDEs driven by a Brownian motion were generalized later to BSDEs driven by both a Brownian motion as well as an independent Poisson random measure; in the case of reflection at one barrier this was done by \\textit{S. Hamad\u00e8ne} and \\textit{Y. Ouknine} [Electron. J. Probab. 8, Paper No. 2 (2003; Zbl 1015.60051)] and in the case of two barriers by \\textit{E. H. Essaki} and the authors [Stochastic Anal. Appl. 23, No. 5, 921--938 (2005; Zbl 1076.60048)].  The authors of the present paper show that the solution of a BSDE with jumps reflected at two barriers provides a viscosity solution of a parabolic integro-partial differential equation with obstacles. 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