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The effect of exercise on body mass is likely to be partially mediated through changes in appetite control. However, no studies have examined the effect of chronic exercise on obestatin and cholecystokinin (CCK) plasma concentrations or the sensitivity to detect differences in preload energy in obese individuals. The objective of this study was to investigate the effects of chronic exercise on 1) fasting and postprandial plasma concentrations of obestatin, CCK, leptin, and glucose insulinotropic peptide (GIP) and 2) the accuracy of energy compensation in response to covert preload manipulation.This study used a 12-wk supervised exercise program in 22 sedentary overweight/obese individuals. Fasting/postprandial plasma concentrations of obestatin, CCK, leptin, and GIP were assessed before and after the intervention. Energy compensation at a 30-min test meal after a high-energy (607 kcal) or a low-energy (246 kcal) preload and for the rest of the day (cumulative energy intake [EI]) was also measured.There was a significant reduction in the plasma concentration of fasting plasma GIP and both fasting and postprandial leptin concentrations after the exercise intervention (P < 0.05 for all). No significant changes were observed for CCK or obestatin. A significant preload–exercise interaction (P = 0.011) was observed on cumulative EI and energy compensation for the same period (−87% ± 196% vs 68% ± 165%, P = 0.011). Weight loss (3.5 ± 1.4 kg, P < 0.0001) was not correlated with changes in energy compensation.This study suggests that exercise improves the accuracy of compensation for previous EI, independent of weight loss. Unexpectedly, and in contrast to GIP and leptin, exercise-induced weight loss had no effect on obestatin or CCK concentrations.