Umm Atiyyah narrated:

“Allah’s Messenger would order the virgins, the mature women, the secluded and the menstruating to go out for the two Eid. As for the menstruating women, they were to stay away from the Musalla and participate in the Muslims supplications.”” One of them said: ‘O Messenger of Allah! What if she does not have a Jilbab? He said: ‘Then let her sis lend her a Jilbab.”

Jami` at-Tirmidhi 539