From 'River of Doubt' by Candace Millard, p 83:
“On several occasions we thus swam Rock Creek in the early spring when the ice was floating thick upon it,” Roosevelt remembered. “If we swam the Potomac, we usually took off our clothes. I remember on one such occasion when the French Ambassador, [Jules] Jusserand . . . was along, and, just as we were about to get in to swim, somebody said, ‘Mr. Ambassador, Mr. Ambassador, you haven’t taken off your gloves,’ to which he promptly responded, ‘I think I will leave them on; we might meet ladies!’”