Triglycerides are a kind of fat. When you eat, your body uses the food it needs for immediate energy and stores the rest in the form of triglycerides. Triglycerides are stored in your fat cells, but they also circulate in your blood and can be measured in a blood test. When too many triglycerides are in your blood, they build up on the walls of your arteries in the form of sticky plaque, causing them to narrow and harden.
Triglycerides are measured at the same time as your cholesterol level. HDL and LDL cholesterol levels combined with triglyceride levels give your doctor a good idea of your cardiovascular health and heart disease risk. Elevated triglycerides are an indication of too much fat in your diet. A triglyceride level of 150 mg/dl or more is considered high.
Source:
"Triglycerides" Learn and Live. American Heart Association. 6 Mar 2007.

