You're right, it is your business. You would have to tell your boyfriend that not only do you not like him telling your business to other people but that you feel it is inappropriate for him to tell pretty much, a child, anything about you. If he is close to his nephew, he may not see anything wrong in confiding in him, but if you tell him how it makes you feel, he might stop.
so how did he tell him this? on the phone? what made him say it? how did you know he said it?
Well, we can't always take to heart what people say about is. He's being immature by saying these things about you, especially to someone who may not be all that mature themselves. You can tell him that you don't like it and you don't want him talking about you, in front of you, to his nephew.