Sahih Muslim Book 24, Hadith Number 5234.

Chapter : Command concerning the wrapping up of a garment completely leaving no opening for the arms and sitting with single garment wrapped around one’s knees.

Jabir reported that Allah’s Messenger (may peace be upon him) forbade that a man should eat with the left hand or walk with one sandal or wrap himself completely leaving no opening for the arms (to draw out) or support himself when sitting with a single garment wrapped round his knees which may expose his private parts.