1. SignIn to your IOS Account and go to Settings
2. Connect your U2F key to PC USB port and click to Register
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3. Touch a button and your U2F key to confirm token registration
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4. Token is registered
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5. Select "U2F Key" and click to "Set" to apply changes
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At next SignIn you should have U2F key conected
NOTE: You can use the same U2F key for many sites, f.e. for Google, Facebook etc.