Movie: Entrapment?

Awesome movie it was back in the day. Iโ€™m still confused with the ending plot, Sean Connery said heโ€™s an fbi agent all along? And was gonna have Catherine zeta zones arrested. But at the same time she was an agent herself. They reunite and plot other capers. Can someone break this down? Why would zeta jones be an fbi agent, trying to trap Connery, when at the same time sheโ€™s a thief? Iโ€™m ultra lost.

Movie: Entrapment?
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