You're correct... Convention for most interest rates options is normal vol, but this is difficult to compute for OTM options on bond futures ('cause there's all sorts of funky things that can happen when the price of the future changes). Hence the mkt convention for bond futures options is to use simple B-S, i.e. log-normal, vols. The real fun starts when you trade these options against the other interest rate options and have to convert between the two types of vol. That's an art, not a science, and there's all sorts of trades you can do arnd these. I could wax poetic about this further, but I'll spare you the really gory stuff.