In Christendom, we tend to claim the New Covenant as our own. But do you realize it was an Old Testament Jewish prophet, speaking to Jewish people, who proclaimed the New Covenant?
True, the New Covenant is the vehicle in which salvation was brought to the Gentiles, so we can logically make the argument that the New Covenant was meant for us. But Biblically, we see that it was meant for the Jews first!
For I am not ashamed of the gospel, for it is the power of God for salvation to everyone who believes, to the Jew first and also to the Greek.
~Romans 1:16 (Emphasis mine)
Here is an excellent explanation of the New Covenant. Enjoy!