I think I found a way to some easy money. This can't be right, so please explain the error in my thinking: Go long the EUR/USD currency pair (currently at about 1.2531 on IdealPro). Then sell short 1 EUR FX futures contract (December contract at about 1.2574). This should yield about ~40 pips profit at expiration. This is the cost of carry. However, what is to stop me from going 10:1 leverage on both of these legs and making 10 times as much? Please tell me why I can't get rich by doing this?