Unforseen

For a Japanese client, underlying exposure is USD. In this case the Japanese investor want to be long a JPY forward contract (or future) to be immune to currrency movements. Equivalent to the same is client needs to sell USD and buy JPY.

Currency exchange is a function of two interest rates (USD and JPY). Since you are selling USD (you are paying USD interest rate), and since you are buying JPY (you are receiving JPY interest rate).