  It has recently been shown that the full automorphism group of the Leech
lattice, Conway's group Co_0, can be generated by 3 x 3 matrices over the
octonions. We show such matrices are of type F_4 in E_{6(-26)}, the U-duality
group for N=2, D=5 exceptional magic supergravity. By mapping points of the
Leech lattice to black hole charge vectors, it is seen Co_0 is generated by
U-duality transformations acting as rotations in the charge space for BPS black
holes.
