Musnad Ahmad 31:432

Yunus and Hashim narrated to us, they said: Layth narrated to us, he said: Hashim said: Ibn Shihab narrated to me, from Ubayd Allah ibn Abd Allah ibn Utbah, from Abu Sa’id al-Khudri, who said: "The Messenger of Allah (may Allah bless him and grant him peace) forbade the *ishtimal al-samma’* (wrapping oneself in a garment such that no opening is left for the arms), and that a man should sit in the *ihtiba’* position (wrapping his legs with his arms while sitting) in a single garment, with nothing of it covering his private parts."