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Exercise can sometimes raise your blood sugar. After a swim, my blood sugar increases to 10 from 5 but then drops lower than 5 later in the day, I used to worry about it, but now I expect this effect, and I try not to overtreat the high blood sugar. However, I do try to mitigate the effect: I might give myself 1 or 1.5 units of fast-acting when I'm relaxing after my swim, depending on what my meter is telling me. Tricky, though. I think the only answer is to monitor how exercise affects you personally, and be ready for it, rather than not do the exercise. Exercise is good, though it can muck up the figures for a short while.