I'm pretty sure the bullet jackets are copper washed steel. But yes, the bullet cores are lead and the cases are steel.
Wolf does have a product that has a pure copper jacketed/lead core bullet and a steel case, but they make a big point of mentioning that on the boxes. So if it doesn't say "copper" on the box then you should assume it is copper washed steel, or as Wolf calls it "bimetal", jackets.
I haven't seen any of the "pure copper" jacketed Wolf in 7.62x39 for a long time. They might not even be making it anymore.
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