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.

Imam Abu Bakr (may Allah have mercy on him) says that I have already written down these ahadith regarding interlacing (of fingers).