First open NEW document. I used 400 x 200, but u can use size what you want, and make background color to black.
Now go to Filter>Texture>Grain.
Set intensity to 100, Contrast to 100, and Grain type to Vertical.
Afterwards you should have something like the following
Next we want the grains to glow like the matrix, we accomplish this by using Filter>Artistic>Neon Glow
Glow size -5
Brightness to 25
and Color to green
Your final result should be something like this
Its that simple!

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