We perform a NNLO (and a LO) global parton analysis in which we include the new precise data for deep inelastic scattering from HERA and for inclusive jet production at the Tevatron, together with the improved knowledge of the three-loop splitting functions. The results are compared with our recent NLO analyses. The LO fit produces significantly worse results in general, but gives a surprisingly good fit to the Tevatron high-ET jet data. For the approximate NNLO analysis we notice a slight improvement in the quality of the global fit, and find that the partons are changed by up to 10% at Q2 = 10 GeV2, in particular in the x < 0.01 regime. †Royal