Hallow Dear,
Let me congratulate you at the outset on your
pregnancy.
During pregnancy, sex is not forbidden. During first three months, since the pregnancy is at a precarious stage, we advise to observe sexual abstinence. However, after completion of three months, you can have sex till you complete 7 months. During sexual intercourse, your pregnancy will be more safe if you practise sex with incomplete insertion of the penis in to the vagina. Intercourse in lateral (side) position will facilitate this type of intercourse.
After 7 months, since the abdomen has started protruding substantially, man on woman or from the front of woman may be bothersome and causing pressure on the abdomen. There is a risk of complete penile insertion in the reverse position. Hence, vaginal sex with man behind the women will facilitate such sex.
If you refer to Kamsutra by Vatsyayan, there are some specific positions explained for sexual intercourse during pregnancy.
So with such allowance for intercourse during pregnancy, I do not feel there is any necessity to have an alternative option of anal sex. However, if that is your choice, you have to take precautions mentioned for the vaginal sex. The choice is yours.
I hope this helps you for a safe happy marital relations.
Dr. Nishikant