Answer: Bamboo is very heat tolerant, so the problem in your area is winter cold hardiness. This will vary widely depending on the type of bamboo you are thinking of growing. The USDA publishes a map of cold hardiness zones based on average minimum winter temperatures. You can look at the map for Illinois here: http://www.ars-grin.gov/ars/Beltsville/na/hardzone/hzm-ne1.h... and see where the zone lines are. Keep in mind that a very windy or a very sheltered location can influence the effects of the temperature for your particular planting location, too.
If a variety of bamboo is listed as "hardy to -5 degrees" this means five degrees below zero Farenheit is the coldest temperature that variety can survive. If it is rated "hardy to zone 5", then that means it is fine in zone 5 and warmer. A plant rated zones 3 to 8 can be grown in a wide range of locations, including those as cold as zone three and as warm as zone 8. (The warmth limit is most important for plants that require a winter chilling period or that do not handle hot summers. There is also a special map for heat tolerance.) I hope this helps.
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