1. A data processing apparatus comprising: a processor; and a trace macrocell comprising: trace logic for monitoring behavior of a portion of said data processing apparatus; and prediction logic configured to provide at least one prediction as to at least one step of said behavior of said portion of said data processing apparatus; wherein said trace logic is configured to: monitor behavior of said portion of said data processing apparatus; determine from said monitored behavior whether or not said at least one prediction is correct; and output trace data at a trace data output where said trace data for said at least one predicted step consists of at least one prediction correct indicator if said at least one prediction is correct and includes a prediction incorrect indicator if said at least one prediction is incorrect.