The authorities in the former Soviet Union looked down on Western "bourgeois" imports like jazz, and the music that was often played in social clubs in the early 20th century were often more on the side "light classical music" than true jazz. This restriction is particularly evident in Dmitri Shostakovich's two Jazz Suites. While these works feature unique jazz instruments like saxophones, banjo and glockenspiel, it seems that Shostakovich was trying to keep a tight balance between experimenting with jazz and keeping a more "traditional" approach in order to satisfy the strict Soviet censors. The excerpt you just heard is the "Waltz #2" from the Jazz Suite No. 2, one of the more popular and recognizable numbers from the work. The piece was featured recently as the theme music to Stanley Kubrick's film Eyes Wide Shut.