Good thing I didn't read this thread for a while, I wouldn't have gone swimming. But I did.
The only reason it worked was that I was travelling and was in a time zone where I was taking lantus in the evening rather than the morning. I find I tend to wake up really high, like 7.9 or 8 often, so I have been setting an alarm in the middle of the night to correct it. But if I'm taking it in the evening, then if the lantus is running out then you'd expect to go higher in the afternoon... and that's exactly what happened. So I just went swimming in the evening.
It still meant I had to take stupid risks and I will not do it again, I ended up eating half a granola bar before jumping in, god knows how high I spiked but I got in at 5.9 and just thought I'd swim until I felt bad, because I'm taking exercise, so I am unavoidably going to feel terrible, right?
So I blasted up and down until I was thoroughly exhausted, panicked, tested, 5.0, okay fine. I have no idea how high I would have been during swimming and I can't really keep doing that. But it was the first actual real exercise I'd had in weeks.
My main conclusion from this is that exercise is basically impossible when I'm taking lantus in the morning. And insulin is horrible poison that I really hate taking, but it's not like I have much choice, is it...