Hormonal changes in the menstrual cycle can and do interfere with sleep for an average 2-3 days per monthly cycle.
The interference with sleep appears due to a bloated feeling but clearly contributed to by other factors.
The most marked disturbance occurs during the first few days of menstruation.

An second time of disrupted sleep occurs as progesterone levels fall towards the end of the menstrual cycle. There may be difficulty falling asleep in this time period.
The premenstrual period, the last few days before menstruation commences, is also associated with poorer sleep with insomnia common but sometimes hypersomnia or increased daytime sleepiness may also occur.