You can see that there are also other people going for a swim at the same time. That is because winter swimming in a freezing cold water ("avantouinti" in Finnish) is an actual hobby for some of the Finns. There are public places where the water is kept unfrozen with water pumps and possibility for a shower or a sauna is arranged.
In English - http://en.wikipedia.org/wiki/Winter_swimming
More images - http://fi.wikipedia.org/wiki/Avantouinti