As he subsequently went over Obi-wan's head.

"Isn't child-Anakin standing in the Council Chambers when Mace Windu asks: "You refer to the prophecy. . ."
Good point. I might also add the the television ads for AOTC labelled Anakin as the Chosen One as well. I'd have to reread the novel, as I don't recall anything from it about Anakin knowing or not. Could you find the page number?