Sayyidah Maymunah (may Allah be pleased with her) said: When the Messenger of Allah (peace and blessings be upon him) wished to be intimate with (i.e. lie close to) a wife of his while she was menstruating, he would instruct that "she tie her waist-wrap tightly."
Imam al-Shafi'i (may Allah have mercy on him) said: Some people disagreed with us about a man's intimacy with his wife and his coming close to her while she is menstruating, and said: We have narrated the opposite of what you have narrated; we narrated that he should keep away from the place of the blood and then take whatever (enjoyment) he wishes. And he cited a hadith that the people of knowledge of hadith do not regard as established.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب النكاح / 14084