Just a single exercise session done at a moderate intensity dramatically improves plasma triglycerides.  The effect lasts into the next day.   Lower triglycerides are associated with lower Body Mass Index (BMI) and Waist to Hip Ratios (WHR) along with improved insulin sensitivity.

The reduction in triglycerides was correlated with exercise duration and intensity.  Light exercise was unable to match the effectiveness of moderate intensity.

PMID: 18570693