But it is not attached to a MODELA (only a USB-serial cable is attached) and, if you buy one, it cost about $100!!
However, Roland is kind enough to show how each pin is connected in the cable.
Here is how to make it.
(marutsu in Japan)
These are what I bought above but there are a lot of alternatives.
What you need to be careful is only the size of the connector.
If it is too small, the connector won't go through your MODELA box's hole.
Or, you just need to prepare 9 wires which is long enough.
And they should be stranded wires.
Also, I recommend you to use wires with different colors. It will be very time-consuming to distinguish each wire if they are all in a same color.
Step 1: Solder wires to the pins
(This image is from http://www.rolanddg.co.jp/support/3d/modela/FAQ_mdx1520.html#37991)
9 pin is female and 25 pin is male. This is why the order of pin numbers is opposite to each other.
These images are connection side(face), not soldered side(back).
Solder wires according to the image.
The upper one is 25 pin and the lower one is 9pin.
Pin1 of 25 pin and Pin9 of 9 pin are not connected to any pin.
Pin20 of 25 pin and Pin4 of 9 pin should be connected to 2 wires, it will make soldering easier to put the 2 wires inside the pin hole firstly, then solder them.