in what condition did banquo listen to macbeth?

In Act II, Scene 1, Banquo is troubled by fear and paranoia that the witch's prophecy has created in him. He has been haunted, even in his dreams. So while he listens to Macbeth as the latter insists there's nothing to worry about, Banquo is wrestling with the nagging feeling that there is indeed something wicked coming their way.