One of my favorite podcasts, Radiolab, covered the trading floor of the New York Mercantile Exchange. It is only ten minutes long and is quite fun. If you enjoy that one and are looking for more, check out their War of the Worlds episode next.
Also this week, the Cheap Ass Gamer podcast was as consistently good as it always is. I have to give them credit for recommending Pain on the Playstation 3 PSN store. Tried that out after their last episode where they suggested it and I really enjoyed it. It is surprisingly fun for five minutes of playing, though the fact that you have to complete a tutorial before playing the actual game is terrible.