As someone who both sold and used Kryptonite U-locks in New York for 30+ years, I can tell you with authority that the most secure way to lock a bike with a U-lock is across the seat stays, inside of the rim and around a post. That secures both the frame and rear wheel, and has the advantage of mostly filling the U, leaving thieves less room to operate. Also the seatstays being more delicate makes hard to use brute force to bend and break the lock withour destroying the frame, rendering their prize less valuable.
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