Let us now turn our attention to Hebrews 9:15.
Therefore he is the mediator of a new covenant, so that those who are called may receive the promised eternal inheritance, since a death has occurred that redeems them from the transgressions committed under the first covenant.
John Owen comments on the calling in this way in his great exposition of Hebrews:
It was the design of God, in this whole dispensation, that all the called should receive the promise; and if they do not so, his counsel, and that in the greatest work of his wisdom, power, and grace, is frustrated. They are the “called according to his purpose,” Rom 8:28; — those who obtain the inheritance “being predestinated according to the purpose of him who worketh all things after the counsel of his own will,” Eph 1:11. God here puts forth his almighty power, that his purpose, or the counsel of his will, may be established, in giving the inheritance unto all that are called: “Whom he did predestinate, them he also called; and whom he called, them he also justified; and whom he justified, them he also glorified,” or gave them the whole eternal inheritance, Rom 8:30.
He subsequently mentions that this calling does not only concern them from the Old Testament, but all the called of God. Though, in my opinion, the Old Testament saints are foremost in the passage especially in connection with the "first covenant" that is mentioned.
Barnes also comments that this concerns believers from both testaments:
For the redemption of the transgression that were “under the first testament - The covenant or arrangement under Moses. The general idea here is, that these were offences for which no expiation could be made by the sacrifices under that dispensation, or from which the blood then shed could not redeem. This general idea may include two particulars.
(1) that they who had committed transgressions under that covenant, and who could not be fully pardoned by the imperfect sacrifices then made, would receive a full forgiveness of all their sins in the great day of account through the blood of Christ. Though the blood of bulls and goats could not expiate, yet they offered that blood in faith; they relied on the promised mercy of God; they looked forward to a perfect sacrifice - and now the blood of the great atonement offered as a “full” expiation for all their sins, would be the ground of their acquittal in the last day.
(2) that the blood of Christ would now avail for the remission of all those sins which could not be expiated by the sacrifices offered under the Law. It not only contemplated the remission of all the offences committed by the truly pious under that Law, but would now avail to put away sin entirely. No sacrifice which people could offer would avail, but the blood of Christ would remove all that guilt.
That they which are called - Alike under the old covenant and the new.
Lastly, Schaff's comments are in the same vein and help us see the passage in its context:
And for this cause (for the reason that His blood is thus efficacious, Heb 9:14, or because He has performed this great work, Heb 9:11-14) he is mediator of a new (emphatic) covenant, in order that, death having taken place (viz. His own) for redemption from (or expiration of) the transgressions under the first covenant, they that have b...