Musnad Abu Ya'la al-Mawsili 217:3

Muhammad ibn al-Minhal, the brother of Hajjaj al-Anmati, narrated to us, saying: Abd al-Wahid, meaning ibn Ziyad, narrated to us, saying: Sulayman al-Shaybani narrated to me, saying: Abdullah ibn Shaddad narrated to me, from Maymunah, who said: When the Messenger of Allah (may Allah bless him and grant him peace) wanted to have intimacy with one of his wives while she was menstruating, he would command her, and she would wrap an izar (a garment covering the lower part of the body).