I wouldn't wear this for any "exercise", as there's no real support in this bra.
I actually bought it to wear with sleveless t-shirts as I was hoping the "straps" would have been more like a muscle-back (they look quite high on the shoulder in the piccy.
I'm not much for the material either and the underband is non existant (If you were doing strenuous exercises, I'm not sure it would hold you in place.
I have kept it though .... its sitting in my underwear drawer, waiting to be re-tried under some t-shirts when the nice weather comes back .......... hmmmmm, I dont think I'll be back for more of this make, unless they come up with an actual muscle-back bra for the larger lady