  The ZEUS inclusive differential cross-section data from HERA, for charged and
neutral current processes taken with e+ and e- beams, together with
differential cross-section data on inclusive jet production in e+ p scattering
and dijet production in \gamma p scattering, have been used in a new NLO QCD
analysis to extract the parton distribution functions of the proton. The input
of jet data constrains the gluon and allows an accurate extraction of
\alpha_s(M_Z) at NLO;
  \alpha_s(M_Z) = 0.1183 \pm 0.0028(exp.) \pm 0.0008(model)
  An additional uncertainty from the choice of scales is estimated as \pm
0.005. This is the first extraction of \alpha_s(M_Z) from HERA data alone.
