A gunmen attack left at least seven people killed.
In May past year, the BLA attacked a luxury hotel near Gwadar, where a deepwater port development is a CPEC flagship project.
Pakistan has always been plagued by militant violence but attacks have become less frequent in recent years after military operations against various factions in strongholds along the Afghan border.
"Our security forces fought and thwarted a huge tragedy which was planned by our neighbouring country India", Mr Khan told parliament, without offering any evidence.More news: European Union to decide to which 'safe countries' external borders will be opened
The assailants stormed the building after launching a grenade attack at the main gate to the building.
The BLA is just one of several insurgent groups fighting primarily in Balochistan, which has been rocked by separatist, Islamist and sectarian violence for years. AK-47 rifles, hand grenades, magazines and other explosive material have been recovered, the police said, adding that the recoveries indicated they had come for a long siege.
Local television stations were broadcasting images of police in full body armour surrounding the building but still staying outside the high walled compound of the stock exchange.
Investigators examine a auto outside the Pakistan Stock Exchange.
Rizwan Ahmend, a police official at the scene, said that after opening fire, the gunmen entered the stock exchange grounds.More news: China passes Hong Kong security law
Bukhari said the style of attack on the stock exchange was very much similar to that on Chinese consulate by the same group.
A policeman guards a auto used by alleged gunmen outside the Pakistan Stock Exchange building in Karachi on June 29, 2020.
He said while the opposition was criticising him, people travelling to poor neighbourhoods in cars were being "attacked" by people who were hungry.
According to reports, the attack in Karachi was carried out by Baloch armed groups who claim that the province of Balochistan is being plundered and exploited by the Pakistani establishment.
The Arabian Sea port of Gwadar is located in Balochistan and is part of China's multi-billion-dollar one-road project linking south and Central Asia to China.More news: NASA's 10-year time-lapse of Sun leaves netizens awestruck