Green’s Dictionary of Slang

peggy n.2

[? anecdotal or ? fig. use of SE peg-leg, i.e. she has only one sexual ‘leg’ to stand on]

(W.I.) a woman who finds a particular type of man attractive, e.g. police peggy n., one who is attracted to policemen.

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[WI]Francis-Jackson Official Dancehall Dict. 39: Peggy a woman with sexual passion for a particular group of men (for example, one who sleeps only with policemen is known as a police peggy).