In this work, we have studied the peregrine rogue wave dynamics, with a solitons on finite background (SFB) ansatz, in the recently proposed (Phys. Rev. Lett. 110 (2013) 064105) continuous nonlinear Schrodinger system with parity-time symmetric Kerr nonlinearity. We have found that the continuous nonlinear Schrodinger system with PT-symmetric nonlinearity also admits Peregrine Soliton solution. Motivated by the fact that Peregrine solitons are regarded as prototypical solutions of rogue waves, we have studied Peregrine rogue wave dynamics in the c-PTNLSE model. Upon numerical computation, we observe the appearance of low-intense Kuznetsov-Ma (KM) soliton trains in the absence of transverse shift (unbroken PT-symmetry) and well-localized high-intense Peregrine Rogue waves in the presence of transverse shift (broken PT-symmetry) in a definite parametric regime.