Board Thread:Off Topic/@comment-25396609-20160520230037/@comment-26397825-20160528083845

No, regular ammunition in the show is shells and casings like our, fueled by dust. This was shown in the manga, when Ruby held up a bullet and it showed the dust inside. It is also why Ruby and Yang's bullets have shells.

What Kaptain is talking about is pure charged dust shots; dust powder without a shell rather than projectiles powered by dust.