somthing like this?

$ mysql --user=genome --host=genome-mysql.soe.ucsc.edu -A -P 3306 -D hg38 -e " select name,func from snp151 where func in ('coding-synon','nonsense','missense','stop-loss','frameshift','cds-indel','untranslated-3','untranslated-5') limit 10"
+--------------+--------------+
| name         | func         |
+--------------+--------------+
| rs985675606  | missense     |
| rs1171757348 | coding-synon |
| rs757299236  | missense     |
| rs781394307  | missense     |
| rs1458521218 | missense     |
| rs1200057930 | frameshift   |
| rs1318048917 | missense     |
| rs1387297304 | coding-synon |
| rs1440991909 | coding-synon |
| rs1302632764 | missense     |
+--------------+--------------+

Hello,

This can be accomplished on the Table Browser by using an intermediary "custom track" step.

1. Go to the Table Browser (https://genome.ucsc.edu/cgi-bin/hgTables)
2. Select a genes track, such as the default knownGene, and change Output Format to Custom Track:

1. Then get output and in the following screen select Exons plus 0 and finally get custom track in table browser:

1. Now back in the Table Browser, select the variation SNP track. Then select Intersection and select the recently created Custom Track:

1. Finally back in the Table Browser select an output format (e.g. BED) then choose a file name to prompt a download:

A quick explanation of the process: First we created a data track of all the exon positions in the genome, then we extracted all data from dbSNP that had any overlap with the exon track. Your output should look something like this:

$ zcat SNP153Exons.gz | head
chr1    13272   13273   rs531730856
chr1    14463   14464   rs546169444
chr1    15819   15820   rs2691315
chr1    15903   15905   rs557514207
chr1    16948   16949   rs199745162

If you would like to extract all the extra information from the dbSNP track and not just rsID and coordinates, then you can perform these same steps on the Data Integrator (https://genome.ucsc.edu/cgi-bin/hgIntegrator).

If you have any follow up questions, our public help desk can always be reached at genome@soe.ucsc.edu. You may also send questions to genome-www@soe.ucsc.edu if they contain sensitive data. For any Genome Browser questions on Biostars, the UCSC tag is the best way to ensure visibility by the team.