triple agent

from The American Heritage® Dictionary of the English Language, 5th Edition.

• noun A person working as a spy for one government by pretending to work as a double agent for another government.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

• noun A spy who pretends to be a double agent for one side, while he or she is truthfully a double agent for the other side.
• noun A spy who works for three opposing sides, such that each side thinks the spy works for them alone.