Pregnancy and sex

I'm 20 years old, 3mo 4days pregnant. I've been a little hesitant having sex with my bf, afraid that it will hurt the baby. We've been doing it doggy style, spooning, cowgirl. Missionary has always been my favorite position, me on the bottom him on top of me. Is that safe? He's kinda rough and he says it feels the best, he can lift my legs back and penetrate deep inside me when he cums in me. Is that safe? I think it is, but unsure. I also think that is safe for him to finish inside me, or is better if he pulls out when he's going to cum? Am I being over cautious? Don't know.