The babies were holding hands when they were born...
"The twins, named Jenna and Jillian, had the rare condition of being monoamniotic, or “mono mono” identical twins, which means the fetuses share an amniotic sac and remain in near-constant contact for the duration of the pregnancy. The mono mono condition occurs in about every .3% of births." (Buzzfeed)
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Photo courtesy of Akron General Medical Center