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When a data frame is rotated, some of the graticule axis labels fail to draw, even though the latitude and longitude lines appear correctly.
When creating a graticule, ArcMap only places latitude labels on the left and right axes, and only places longitude labels on the top and bottom axes. Rotating the data frame may violate this rule. For example, if the data frame is rotated 90°, latitude labels can't be placed on the top and bottom axes.
Create labels as graphic text in layout view. Use the text tool on the Draw toolbar to do this.