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Pocket Set
     The Pocket set is a hole dug back into the bank a foot or more deep and three to eight inches wide and high.  The hole is dug so that there is an inch or two of water in the hole.  At the rear of the hole, there is a shelf that is out of the water.  This shelf is used for placing bait or lure on.  The trap of choice used at this set is usually a foothold trap set up so the animal drowns quickly once caught.

                              Drawings courtesy of James Grant Krause

Animals normally used for:

Mink -  This set works very good for catching mink.  The mink will usually investigate any hole it sees whether there is bait or lure in it or not, but baits increase your chances of catching them in pocket sets.  Baits for mink are fresh muskrat, fish, shrimp, rabbit and beaver (don't be afraid to use large pieces of bait because this will give off more odor than the smaller pieces and will help compensate for the mink's somewhat poor sense of smell.)   A light pan tension on the trap is needed for these light-footed critters.
Muskrat - Muskrats will naturally check out holes at the water's edge.  This set works very good for muskrats.  Muskrats are preyed upon by many critters and they like to be inside a hole with overhead protection whenever possible to feed.  Placing some fresh green grass and shiny white grass roots in the pocket along with a good muskrat lure will help your chances. 
Raccoon - These foragers will check out any likely spot for a food source.  Placing a good coon lure or bait in the back of the hole will cause the raccoon to come and investigate the hole.  This set is very effective for coons.