NEW DELHI (AFP) - India is investigating whether a Chicago man accused of helping plan the deadly 2008 Mumbai siege was a double agent working for the United States and a Pakistan-based militant group, an official said Wednesday. India is looking into whether (David Coleman) Headley worked as a double agent. That is one of the many angles we are probing, a home ministry official told AFP following a flurry of local media speculation. Headley, 49, a Pakistani-American, was arrested in October and has been charged in a Chicago court with conspiring to bomb public places in India and of aiding and abetting the murder of US citizens in India. The Indian government, led by the Congress party which has made closer US ties the keystone of its foreign policy, is already under pressure from the opposition over the case. Indian media reported that New Delhi was suspicious because the United States had not shared vital information about Headleys movements prior to his arrest and were denying access to Headley and another suspect. But Foreign Secretary Nirupama Rao told reporters that New Delhi was getting very good cooperation from the United States government. We would want access to the two individuals sometime in the future, Rao said. The second suspect-a Pakistani-born Canadian citizen, Tahawwur Hussain Rana-was arrested with Headley in October. US prosecutors allege Rana knew of the Mumbai attacks and sent his congratulations to the man who planned the siege. Rana, however, has not been charged in the Mumbai case. When asked about suspicions whether Headley was a double agent Rao said: I will not be able to comment on that. The investigations are ongoing. It will not be proper for me to discuss the case. She also said her ministry was probing why its Chicago consulate granted multiple visas to Headley, the Washington-born son of a former Pakistani diplomat and a US mother. The Times of India quoted an unidentified official as saying it was very strange Washington failed to inform New Delhi about Headleys visit to India in March when he, by their own account, had been under their surveillance since at least September 2008. Indias Mail Today quoted an unidentified official as saying that the US Central Intelligence Agency had not shared information with New Delhi apparently to ensure that Headley did not get exposed as a US secret agent. The Times suggested Headley could have been a member of the US Drug Enforcement Agency which allowed him to make frequent trips to Pakistan and gain access to the Lashkar-e-Taiba (LeT). Meanwhile, a Chicago businessman accused of helping plot an attack on a Danish newspaper and having such close ties to terrorists that he had advance knowledge of the deadly 2008 Mumbai siege was denied bail Tuesday. The government has met its burden of showing serious risk of flight, Magistrate Judge Nan Nolan said as she ordered Tahawwur Hussain Rana held in jail pending trial.