These thread states occur on a replication slave but are associated with connection threads, not with the I/O or SQL threads.
The thread is processing a CHANGE
MASTER TO statement.
The thread is processing a STOP SLAVE
statement.
This state occurs after Creating table from master
dump.
Reading master dump table data
This state occurs after Opening master dump
table.
Rebuilding the index on master dump table
This state occurs after Reading master dump table
data.