Trace circuitry for monitoring a behavior of at least one processor and for generating items of trace data indicative of processing activities of said at least one processor executing a stream of instructions is disclosed. The stream of instructions comprises different types of instructions, each type specifying a different operation, at least one type of instruction comprising a multiple transfer instruction specifying a plurality of data transfers. The trace circuitry is responsive to detection of the at least one processor executing at least one of the multiple transfer instructions and to an indication that at least one of the plurality of data transfers is to be traced: to output for each of the data transfers to be traced a value indicative of a predetermined index value associated with the data transfer, the at least one multiple transfer instruction having predetermined index values associated with each of the plurality of data transfers, such that the predetermined index value provides individual identification of each of the data transfers.