if you are a member of a NATO military then yes you have to use FMJ
.....No, you don't.... OTM ammunition is allowed, and it is used in 5.56, 7.62x51, and other calibers.
What NATO members are required to use is ammunition that is designed not to inflict undue damage (by expanding in tissue). OTM (open tip match) ammunition is designed to have better external ballistics than FMJ ammo, but have similar terminal ballistic performance. 77gr OTM ammunition is currently in use in 5.56x45mm and 175 gr (OTM) M118LR ammunition is in use in 7.62x51mm.