Abu Dawud Book 2, Hadith Number 746.

Narated By Abdullah ibn Mas’ud : The Apostle of Allah (PBUH) taught us how to pray. He then uttered the takbir (Allah is most great) and raised his hands; when he bowed, he joined his hands and placed them between his knees. When this (report) reached Sa’d, he said: My brother said truly. We used to do this; then we were later on commanded to do this, that is, to place the hands on the knees.