We prove that there exist exactly eight Siegel modular forms with respect to the congruence subgroups of Hecke type of the paramodular groups of genus 2 vanishing precisely along the diagonal of the Siegel upper half-plane. This is a solution of a question formulated during the conference 'Black holes, Black Rings and Modular Forms' (ENS, Paris, August 2007). These modular forms generalize the classical Igusa form and the forms constructed by Gritsenko and Nikulin in 1998.