When the Prophet, peace and blessings be upon him, forbade interlacing the fingers when going out to the mosque and while in the mosque, and informed that the one who goes out to the prayer is considered to be in prayer, then it is even more appropriate that the one actually praying should not interlace his fingers than the one who is going out to it or is in the mosque waiting for it.
Hadith Referenceصحيح ابن خزيمه / جماع أبواب الأفعال المكروهة فى الصلاة التى قد نهي عنها المصلي / 912