Per the Joslin Diabetes Center website: "When you exercise your muscles need more glucose to supply energy. In response, your liver increases the amount of glucose it releases into your bloodstream. Remember, however, that the glucose needs insulin in order to be used by your muscles. So if you do not have enough insulin available, your blood glucose levels can actually increase right after exercise. Basically, stimulated by the demand from your exercising muscles, your body is pouring glucose into your bloodstream. If you do not have enough insulin available to "unlock the door" to your muscles, the glucose cannot get into your muscles to provide needed energy. The end result is that glucose backs-up in your bloodstream, causing higher blood glucose readings."
Try testing at various times during your workout to see this effect. I've found that exercising for around 30 minutes cause a dramatic drop in my BG reading as my liver hasn't gotten to work yet so my body draws it's energy from the available glucose in my blood. After 60 minutes my BG always goes up, sometimes back to almost as high as what it was at the start. Regardless of the time spent exercising, 30-60 minutes after I stop exercising my BG always goes up even more which I attribute to my liver still delivering elevated levels of glucose in response to the exercising - it just takes time for it to get the message!
In any case these are all short term effects. What really matters is the long term and I've found that exercising, together with a sensible diet, has been my key in lowering my A1C from 9.8 to 5.1 in four months, not to mention losing 70 pounds in the process!
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