Pyrex is just a brand name for tempered glass, or borosilicate glass. It's like using the word "Kleenex" for all facial tissue. Same stuff, same safety rating.
If you want to see just how safe this material is, check out these videos from Dwtim:
link and
link and here's a little information from EF's own material safety guide
link
It's a really safe and wonderful material. Also, as a side note, I have the Midnight Twist, and it's FANTASTIC!