"We prayed with Abdullah bin Mas'ud in his house. He stood between us and we placed our hands on our knees, but he took them off and made us interlace our fingers, and said: "I saw the Messenger of Allah (ﷺ) do that.'"
Sunan an-Nasa'i Book 12, Hadith 2
← Previous Hadith They were with 'Abdullah in his house and he said: "Have these people prayed?" We said: "Yes." So he led them in prayer and stood between them, with no Adhan and no Iqamah, and said: "If you are three then do this, and if you are more than that then let one of you lead the others in prayer, and let him lay his hands on his thighs. It is as if I can see the fingers of the Messenger of Allah (ﷺ), interlaced.'"

Sunan an-Nasa'i Book 12, Hadith 1 Next Hadith → "The Messenger of Allah (ﷺ) taught us the prayer. He stood up and said the takbir, and when he wanted to bow, he put his hands together and put his hands between his knees and bowed." News of that reached Sa'd and he said: "My brother has spoken the truth. We used to do that, then we were commanded to do this," meaning to hold the knees.

Sunan an-Nasa'i Book 12, Hadith 3