"They are the last two," the source said.
FFF president Fernand Duchaussoy announced last month that the 23-man France squad had agreed to forfeit their bonuses linked to the use of their image rights at the tournament in South Africa.
"A lot of them have signed, it's moving forward," Duchaussoy had said.
Chelsea striker Anelka is currently serving out an 18-match ban after being sent home in disgrace from the World Cup after a foul-mouthed tirade at then coach Raymond Domenech leading to his teammates' infamous training strike.
"We haven't discussed it particularly. If there's the slightest hope it's more on Henry's side. Anelka, it would amaze me if he gives in," the source added.
Henry, France's all-time leading scorer, played a substitute's role at the World Cup and is now playing in the United States with the New York Red Bulls.
Domenech was sacked after overseeing France's first-round exit but Duchaussoy said the terms of his dismissal did not include an agreement to renounce his bonus, and they "could not prevent him" receiving it.
"He hasn't received them (bonus), but we can't use them," added the FFF boss.
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