Sahih Bukhari, Chapter: Prayers (Salat)

Allah's Apostle forbade Ishtimal-As-Samma' (wrapping one's body with a garment so that one cannot raise its end or take one's hand out of it). He also forbade Al-Ihtiba' (sitting on buttocks with knees close to abdomen and feet apart with the hands circling the knees) while wrapping oneself with a single garment, without having a part of it over the private parts.