But along with the "insecure"...I would tend to say that he's also a wee bit controlling. It's your choice in an open relationship as to whether or not you want to find others to play with. If you choose not to, hey, there's nothing wrong with that. However, you should have the option. What if one day down the road you meet a man that you just HAVE to hook up with? It'd be only right for you to be "allowed" to do so.
If I were you, I'd sit down with him and discuss. Tell him how you feel. Like..."Right now, I have no desire to be with anyone else, but if I do down the road, it's only fair that I be allowed to explore. I've been okay with you doing so for (length of time)."