• Large 1.0400 option expiry helps to anchor EUR/USD as year-end looms

• The size of the strike for the 10am ET NY cut is 710 million euros

• There are even bigger 1.0400 expiries on Thursday (Jan 2) and next week

• The size of the strike for Thursday is now 2.48 billion euros

• 1.0372 was Monday's EBS low, after drop from 1.0458

• CFTC data showed net EUR short nudged up to 68,507 contracts before Xmas

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(Robert Howard is a Reuters market analyst. The views expressed are his own)