You can either use multiple regular expressions (multiple rex command calls or multiple EXTRACT-* options in props.conf) or a single regex with the (?m) multiline flag (maybe as well the (?s) DOTALL flag).
Someting like this might work:
... | rex "(?ms)No exceptions for CLOSE, loaded in (?<close_pe_rt>[\d\.]+).+FX_CLOSE, loaded in (?<fx_close_pe_rt>[\d\.]+).+XLA_ENV, loaded in (?<xla_env_pe_rt>[\d\.]+).+INTRADAY, loaded in (?<intraday_pe_rt>[\d\.]+).+CPTY_CREDIT, loaded in (?<cpty_credit_pe_rt>[\d\.]+)"
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