Here, the speech refers to the Jews who were present at the time of Prophet Musa u. They were the ones that the clear proofs had been given to.
﴿بِالْبَيِّنَاتِ﴾ Al-Bayyinat which means the clear proofs, are the miracles that Allah U supported he Prophet Musa u with, as He says:
﴾وَلَقَدْ آتَيْنَا مُوسَى تِسْعَ آيَاتٍ بَيِّنَاتٍ﴿
“And We had certainly given Musa nine evident signs” [Surah Al-Isra’: 101].
They were: The flood, the locusts, the lice, the frogs, the staff, the hand, the parting of the ocean, the blood and the famine. They were miracles which were clear and plain. Albeit all of this, they killed the Prophets of Allah U, denied the Torah, disbelieved in the Bible and disbelieved in the Prophets. Then Allah U says to them: (Then you took the calf as a God!! And you worshipped it albeit all these clear proofs!!) Their extreme denial reached the point where they even said to Musa u:
﴾أَرِنَا اللَّهَ جَهْرَةً ﴿“Show us Allah outright!” [Surah An-Nisaa’: 153]
Thus, they are the Dhalimun or oppressors because they oppress themselves and buy the worldly life in exchange for the Hereafter.