It is an allusion to the phrase "to be dry", for "having no money". The relationship appears because ducks have a natural fat that rejects water and although they swim they always come out dry; although there is another possible origin that is in the gesture of putting your hands in the pockets of the pants and taking the fondillos out to show that they are empty, the position of the arms reminds of the movement of the wings of the ducks when leaving the water.