notice also the MERGE command

asyncpg/prepared_stmt.py

@@ -147,8 +147,8 @@ async def explain(self, *args, analyze=False):
             # will discard any output that a SELECT would return, other
             # side effects of the statement will happen as usual. If you
             # wish to use EXPLAIN ANALYZE on an INSERT, UPDATE, DELETE,
-            # CREATE TABLE AS, or EXECUTE statement without letting the
-            # command affect your data, use this approach:
+            # MERGE, CREATE TABLE AS, or EXECUTE statement without letting
+            # the command affect your data, use this approach:
             #     BEGIN;
             #     EXPLAIN ANALYZE ...;
             #     ROLLBACK;

asyncpg/protocol/prepared_stmt.pyx

@@ -142,7 +142,7 @@ cdef class PreparedStatementState:
                 # that the user tried to parametrize a statement that does
                 # not support parameters.
                 hint += (r'  Note that parameters are supported only in'
-                         r' SELECT, INSERT, UPDATE, DELETE, and VALUES'
+                         r' SELECT, INSERT, UPDATE, DELETE, MERGE and VALUES'
                          r' statements, and will *not* work in statements '
                          r' like CREATE VIEW or DECLARE CURSOR.')
 

tests/test_exceptions.py

@@ -42,7 +42,7 @@ async def test_exceptions_str(self):
             self.assertEqual(
                 e.detail,
                 "Function's final statement must be SELECT or "
-                "INSERT/UPDATE/DELETE RETURNING.")
+                "INSERT/UPDATE/DELETE/MERGE RETURNING.")
             self.assertIn(
                 'DETAIL:  Function', str(e)
             )