Abu Thumamah al-Hannat (may Allah have mercy on him) says: Ka'b bin Ujrah (may Allah be pleased with him) met me while I was at a place called al-Balat, heading to the mosque, and I had interlaced my fingers (putting the fingers of one hand between those of the other). He said: The Messenger of Allah (peace and blessings be upon him) said: "When you perform ablution well and then go out intending the mosque, do not interlace your fingers."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجمعة / 5881