The Speer Gold Dot ammo for 357 Sig uses 125 grain bullets right, here is the link to Speers Gold Dot bullets and calaber and weight. You will notice the only 125 grain Gold Dot bullet is for 38 or .357caliber, you may also notice they have a 147 grain in the .357 size also.

http://www.speer-bullets.com/default.asp?s1=7&s2=27

Remington uses a 125 grain bullet for it's 357 Sig ammo, and yes the only bullet Remington makes in 125 grain is .357.

http://www.remington.com/ammo/reloading/centerfire.htm

Federal uses 125 grain, and the only 125 grain bullet they have is .357.

http://www.federalcartridge.com/default.asp?pg=27