This is caused by the Grasp Reflex, also called the Palmar grasp. At 2 months of age the grasp reflex should still be present in your baby’s fingers. It is a part of normal early development. Newborn babies are miracles, moving in response to stimulation and inbuilt body reflexes.
A reflex is a movement response - a muscle reacting automatically so this movement is involuntary.
The Grasp Reflex, happens when you place a finger on your baby's open palm. Your baby's finger will slowly curl and close around your finger. Trying to remove your finger can cause the baby's grip to tighten. (as in the photo above) Older children will love it when baby grasps their finger so let them have a turn.
So for the first eight weeks your baby's hands will mostly be in a fist, but soon baby should be starting to open and close their fists all by them self and on purpose. by around six months of age the Grasp Reflex will be disappearing.
Remember, all children are different and develop at their own pace.