Cable locks are pretty weak. U-locks generally are much better. Your options are, carry in a bag, carry in belt (or pocket, or lock holster, as mentioned above), or fix it to your bike somehow, likely using elastic cords.

Figure it out.

Also, Fabric Horse Holsters are great, I have one, but they aren't the only company that makes them. Odds are someone in "your country" makes and sells them. Try searching on Google.