Abstract
The fake monster Lie algebra is determined by the Borcherds function Phi_{12} which is the reflective modular form of the minimal possible weight with respect to O(II_{2,26}). We prove that the first non-zero Fourier-Jacobi coefficient of Phi_{12} in any of 23 Niemeier cusps is equal to the Weyl-Kac denominator function of the affine Lie algebra of the root system of the corresponding Niemeier lattice. This is an automorphic answer (in the case of the fake monster Lie algebra) on the old question of I. Frenkel and A. Feingold (1983) about possible relations between hyperbolic Kac-Moody algebras, Siegel modular forms and affine Lie algebras.
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