I can do it on my Nord and on my ESQ-1 but only because I had to learn that at some point and am familiar with it on those models. The common thread is that the setting is likely in some submenu of SYSTEM => MIDI, since that is (on my boards at least) a global setting. There must be a Yamaha forum where this is addressed.

The more they make these boards do, that harder it is to learn them.