Is this not the old style equivalent to ```except EOFError as filename:```? In which case the instance of the EOFError is assigned to filename. This is confusing as the message will be something like "The file appears empty or incomplete: 'EOFError('/path/to/file')'". I may have this completely wrong, but I think you want something like:
```python
except EOFError as e:
    raise iris.exceptions.TranslationError('The file appears empty '
                                           'or incomplete: {!r}'.format(e.message))