What does the telephone call from Chicago tell us about Gatsby's business?

In chapter 9, Nick answers a phone call for Gatsby that comes in from Chicago from a man named Slagle. The caller does not realize at first that he is talking to someone other than Gatsby, and he says to Nick,

Young Parke's in trouble . . . They picked him up when he handed the bonds over the counter. They got a circular from New York giving 'em the numbers just five minutes before.

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In chapter 9, Nick answers a phone call for Gatsby that comes in from Chicago from a man named Slagle. The caller does not realize at first that he is talking to someone other than Gatsby, and he says to Nick,

Young Parke's in trouble . . . They picked him up when he handed the bonds over the counter. They got a circular from New York giving 'em the numbers just five minutes before.

When Nick eventually gets a word in, telling Slagle that Mr. Gatsby is, in fact, deceased, there is an exclamation followed by a lengthy silence, and then the line goes dead. This phone call makes it almost certain that Gatsby was involved in organized crime, which has been long associated with Chicago, and that he was not simply a bootlegger. No, now it becomes clear that he was involved in something much bigger, as Tom Buchanan had suggested during the confrontation in New York City several days earlier. We see that Gatsby's criminality was actually far more advanced than just selling illegal alcohol.