When the Bible uses the word “covenant,” it most often refers to the national covenant given through Moses. The first reference to Moses’ covenant is found in Exodus 19 when the Israelites arrive at Mount Sinai, three months after their escape from Egypt.
The LORD called to him [Moses] out of the mountain, saying, “Thus you shall say to the house of Jacob, and tell the people of Israel: You yourselves have seen what I did to the Egyptians, and how I bore you on eagles’ wings and brought you to Myself. Now therefore, if you will indeed obey My voice and keep My covenant, you shall be My treasured possession among all peoples, for all the earth is Mine; and you shall be to Me a kingdom of priests and a holy nation. These are the words that you shall speak to the people of Israel.” (Exodus 19:3-6)
In the next chapter, Exodus 20, God gives the Ten Commandments at the covenant’s core. A later report tells us what happened.
The LORD said to Moses, “Write these words, for in accordance with these words I have made a covenant with you and with Israel.” So he was there with the LORD forty days and forty nights. He neither ate bread nor drank water. And he wrote on the tablets the words of the covenant, the Ten Commandments. When Moses came down from Mount Sinai, with the two tablets of the testimony in his hand as he came down from the mountain, Moses did not know that the skin of his face shone because he had been talking with God. (Exodus 34:27-29)
These Ten Commandments, along with all of Moses’ other words (Exodus 24:3, 8), become the standard by which all Jews are judged (Romans 2:14; 3:19). Never is this covenant offered to other nations. Never are Gentiles in general treated as subjects of this covenant. Nor does Moses’ covenant tell Jews to recruit Gentiles. For example, when Jonah finally preaches to the sinners of Nineveh, he urges them to repent and do what they know is right. but he neither converts them to Judaism nor compels them to make pilgrimages to Jerusalem (as would be required if they were under the law of Moses). Individual Gentiles might choose to become Jewish, but Paul reflects the general rule as he reviews Gentile history.
Remember that you [Gentiles] were at that time separated from Christ, alienated from the commonwealth of Israel and strangers to the covenants of promise, having no hope and without God in the world. (Ephesians 2:12)