Tracing of exception handling events

A data processing system 2 outputs trace data indicating what the processor 4 is doing. The trace circuitry 6 can be configured 16 to select what trace data should be output when an exception occurs. The trace data may comprise trace packets and the circuitry may be configured to output specific types of trace packets. These may include an exception entry, an exception exit and an exception return trace packet. The trace circuitry may be configured to combine trace packets. It may be configured whether to include an exception identifier in the exception trace packet and how many bits are allocated to it. This may be based on whether the exception identifier is the same as in a preceding exception trace packet. The trace packet may indicate which preceding trace packet has the same identifier. The circuitry may be configured to enable or disable the output of exception trace data.