During exercise, skeletal muscles increase their metabolic activity, and capillary blood flow increases. This would filtration in these capillaries. The reason for this is a hydrostatic pressure would occur in the capillaries during exercise which would push substances out into the tissues by filtration.

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Explanation:

During heavy exercise, the blood flow in the arteries increases, which eventually creates a net increase in the hydro static pressure of the capillaries. this dilates the blood vessels more mainly at the pre-capillary region than the post capillary region. the capillary hydro-static pressure governs the force that helps to filter blood and  moves out fluid from the capillaries to the tissues.