I can't confirm that WRI is using multiple data sources (it would be very odd if they were), but I can confirm the behavior that you are seeing....
Counts@Table[FinancialData["bond", "Close", {{2015, 12, 31}, {2015, 12, 31}}], {100}]
<|{{{2015, 12, 31}, 102.703}} -> 27, {{{2015, 12, 31}, 102.52}} -> 73|>
Strange...