It is narrated from Sayyidah Umm Salamah (may Allah be pleased with her) that the Messenger of Allah (peace and blessings be upon him) would wake in the morning in a state of major impurity (janabah) due to intercourse, not due to a wet dream, and then he would complete his fast.
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 19946