Musnad Ahmad 31:107

Rawh narrated to us, Ibn Jurayj narrated to us, Ibn Shihab informed me, from Ubayd Allah ibn Abd Allah, from Abu Sa’id al-Khudri: "That the Prophet, peace and blessings of Allah be upon him, forbade the *ishtimal al-samma’* (wrapping oneself in a garment in such a way that no opening is left for the arms), and that a man should sit with his knees drawn up to his chest (*ihtiba’*) while wrapped in a single garment, with nothing of it covering his private parts."