It is narrated from Sayyiduna Uqbah bin Amir and Sayyiduna Fadalah bin Ubayd (may Allah be pleased with them both) that the Messenger of Allah (peace and blessings be upon him) would reach the morning in a state of major ritual impurity (janabah), and then continue and complete his fast.
Hadith Referenceالمعجم الكبير للطبراني / باب الفاء / 15907