It is narrated from Sayyiduna Ka'b bin Ujrah (may Allah be pleased with him) that the Prophet (peace and blessings be upon him) said: "When you perform ablution and then go out heading for the mosque, do not interlace your fingers at all, for you are in a state of prayer."
Hadith Referenceالمعجم الكبير للطبراني / باب الكاف / 16384