Hafsah bint Sirin (may Allah have mercy on her) narrates from Sayyidah Umm Atiyyah (may Allah be pleased with her), who said: The Messenger of Allah (peace and blessings be upon him) (may my father and mother be sacrificed for him) commanded us to bring out, on the day of Eid al-Fitr and Eid al-Adha, the young unmarried girls, the women kept in seclusion and the menstruating women. She said: As for the menstruating women, they would keep away from the place of prayer but would attend the good and the supplication of the Muslims. She said: We said: What do you think if one of us does not have an outer cloak? He (peace and blessings be upon him) said: "Let her sister clothe her with one of her own cloaks." Hisham said: I heard Muhammad bin Sirin narrate this hadith from Umm Atiyyah, but I remember the narration of Hafsah better.
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 21587