Covalently bonded extended phases of molecular solids made of first- and second-row elements at high pressures are a new class of materials with advanced optical, mechanical and energetic properties. The existence of such extended solids has recently been demonstrated using diamond anvil cells in several systems, including nitrogen, carbon dioxide and carbon monoxide. However, the microscopic quantities produced at the formidable high-pressure/temperature conditions have limited the characterization of their predicted novel properties, including high-energy content. In this paper, we present experimental evidence that these extended low-Z solids are indeed high-energy-density materials, by milligram-scale high-pressure synthesis, recovery and characterization of polymeric CO (p-CO). Our spectroscopic data reveal that p-CO is a random polymer made of lactonic entities and conjugated C=C with an energy content rivalling or exceeding that of HMX (cyclo-tetramethylene tetranitramine, a commonly used conventional high explosive). Solid p-CO explosively decomposes to CO(2) and glassy carbon, and thus might be used as an advanced energetic material.