I did find the following quote in an article: "An increased plasma TG and decreased HDL-C concentration is the characteristic dyslipidemia seen in insulin-resistant subjects."
Again, I think if you gave us more information on your insulin regime and other medications, it might provide clues for people here. But in any event, you need to discuss this with your doctor.
Triglyceride levels often track with the amount of carbohydrate consumed in the diet.