A data processing apparatus 2 supports speculative execution and the use of sticky bits. A different version of a sticky bit is associated with each segment of the speculative program flow. The segments of the program flow are separated by speculation nodes corresponding to program instructions which may be followed by a plurality of different alternative program instruction serving as the next program instruction. When a speculation node is resolved, then the segments separated by that speculation node are merged and the sticky bit values for those two segments are merged.