Fiqh-us-Sunnah Volume 2, Supererogatory Prayer, Fiqh 2.073B.
It is disliked to clasp one’s hands while going to the mosque or while waiting for the salah in the mosque, although it is perfectly permissible to do so at other times, even in the mosque. Ka’b relates that the Messenger of Allah said: “When one of you makes wudu’, perfects the wudu’, and leaves with the intention of going to the mosque, he should not intertwine his fingers as he is [considered to be] in salah.” This is related by Ahmad, Abu Dawud, and atTirmizhi.
Abu Sa’id al-Khudri says: “I entered the mosque with the Messenger of Allah while a man was sitting in the middle of the mosque with his fingers intertwined. The Messenger of Allah motioned to him but the man did not notice or understand him. The Messenger of Allah turned and said: ‘If one of you is in the mosque, he should not intertwine his fingers as intertwining of the fingers is from the Satan, and you are in the prayer while you are in the mosque until you leave it.”‘ This is related by Ahmad.