| In your pocket is a BAD idea, my mates son is in a wheelchair for life after carring a lock in a rucksack after a low speed crash, OK a pocket may not be as bad but a lump of steel can do a lot of damage.
Those clever French people at Baglux do a good range of tank bags, laerge and small for carrying stuff, failing that the suggestion of a bracket for Abus locks is good, or very small bag for the lock fastened to grab rail if you have one or bungee to the rear seat. | 
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