One of the sources, who could not disclose their identity because they are not at liberty to discuss the topic, told Reuters the bag was stolen on a suburban train.
The two sources could not say how sensitive the data is.
Police were not immediately available for comment and the Paris 2024 organisers declined to comment.
The Paris Olympics will be held from July 26-Aug 11.
Some 30,000 members of the police force are expected to be mobilised every day during the Olympics, with about 300,000 spectators expected to attend the opening ceremony along the River Seine.
(Reporting by Juliette Jabkhiro and Julien Pretot; Editing by William Maclean)

The Olympic rings on display outside Paris City Hall . The Summer Olympics will take place from 26 July to 11 August 2024, mostly in the French capital. (Photo: Andrea Mantovani/Bloomberg via Getty Images)
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