The Resistance card game - "Deep Cover" Spy role question
Reveal script in the rule book is very thorough:


  Reveal Script
  
  The “reveal” phase at the start of the game will vary depending on
  which roles are added – see below for new scripts to use for the
  different Character cards that are included.
  
  
  “Everyone close your eyes and extend your hand into a fist in front
  of you” 
  “Spies, not the Blind Spy – open your eyes and look around
  to see your fellow spies”
  “Spies close your eyes”
  “All players should have their eyes closed and hands in a fist in front of them”
  “Spies, not the Deep Cover spy – extend your thumb so the Commander
  will know you”
  “Commander, open your eyes and see the Spies”
  “Spies – put your thumbs down and re-form your hand into a fist”
  “Commander, close your eyes” “All players should have their eyes
  closed and hands in a fist in front of them”
  “Commander &amp; False Commander – extend your thumb so that the Body Guard knows you”
  “Body Guard, open your eyes so you know the Commander &amp; False
  Commander”
  “Commander &amp; False Commander – put your thumbs down and
  form your hand into a fist” 
  “Body Guard, close your eyes” 
  “All players should have their eyes closed and hands in a fist in front
  of them”
  “Everyone open your eyes”
  


Just follow it exactly and you'll see that there is nothing specific Deep Cover spy has to do during step 2, and by step 5 spies already closed their eyes, so they shouldn't have this bit of information.

So other spies know that Deep Cover spy is on their team, but they don't know that he/she is Deep Cover spy.

Of course, nothing stops you from making homerules and playing it differently if you feel like it, as discussed on BGG forum for Resistance Avalon (which is the same game really)