import re
text='''Consumer Price Index:
        +0.2% in Sep 2020

        Unemployment Rate:
        +7.9% in Sep 2020

        Producer Price Index:
        +0.4% in Sep 2020

        Employment Cost Index:
        +0.5% in 2nd Qtr of 2020

        Productivity:
        +10.1% in 2nd Qtr of 2020

        Import Price Index:
        +0.3% in Sep 2020

        Export Price Index:
        +0.6% in Sep 2020'''
print( re.findall(r'(\S.*):\n\s*(\+?\d[\d.]*%)\s+in\s+(.*)', text) )