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MySQL Enterprise Backup 4.1 User's Guide
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4.3.7 Making a Back Up of In-Memory Database Data

The --exec-when-locked option of mysqlbackup lets you specify a command (together with the desired command arguments) to run near the end of the backup while the database is still locked. This command can copy or create additional files in the backup directory. For example, you can use this option to back up MEMORY tables with the mysqldump command, storing the output in the backup directory. To delay any redirection or variable substitution until the command is executed, enclose the entire option value within single quotes.