do you routinely take any insulin before your swim?
If not then I would suggest trying to swim fasted, which will have you more easily using fat rather than carb metabolism, adn using stored rather than just ingested energy.
Depending on how long you are swimming for, you might want to retest mid way thorugh after 30 mins or so.
Also, if exercising at the gym, consider reducing any lunchtime bolus before hand, again that will reduce the need for you to fuel it, and work more from stored reserves. Again, test frequently, it's all a bit trial and error. I'm speaking as a T1 insulin dependent, and assuming that also works for an insulin using T2.
Dave