Hi,
Your situation is very understandable. The best thing you can do is discuss it with your boyfriend. You'll have to be 100% honest and tell him the whole truth (exactly as you explained here). Tell him that you come from a very conservative loving family, that they are very dear to you, and that you don't want to hurt them on the other hand you love him very much and understand his desires and sexual needs. If he really loves you he'll undertand and wait until you are married. The second option is having sex without penetration (several methods: oral, hand,.....) which is not very recommended (it is frustrating and can easily lead to penetration). There is a third option which I believe you'll reject / dismiss: Talk to your parents, tell them the whole truth and ask for an advise (they might be more "open" that what you think and they will appreaciate the fact that you approach them for advise [showing by that that you love + trust + respect them and their way]).
Best regards,