I hunt Yotes, and from what I have read they estimate there are about 5000 in the city limits of Chicago, its really no different than the Monster Bucks that are found in Urban areas, unfortunately they frown on hunting in the city.
Conibear 220's work well, trail set, or Bucket sets, you may get cats, possum, ect, but I sold a few hides in the green this year got $15/ea for the small ones and $22/ea for the "big prime"coons don't just throw good money away, Here in Wisconsin you can trap on your own land without a trappers...