Mukhtasar Muslim

Narrated from Sayyiduna Ibn Abbas (may Allah be pleased with them both) that when the Messenger of Allah (peace and blessings of Allah be upon him) came to Madinah, he saw that the Jews were fasting on the day of Ashura. So the Messenger of Allah (peace and blessings of Allah be upon him) asked them, "Why do you fast on this day?" They said, "This is a great day in which Allah Almighty saved Musa (peace be upon him) and the Children of Israel (from Pharaoh), and drowned Pharaoh and his people. Therefore, Musa (peace be upon him) fasted on this day out of gratitude, and we also fast." So the Prophet (peace and blessings of Allah be upon him) said, "We are closer and have more right to Musa (peace be upon him) than you." Then he (peace and blessings of Allah be upon him) fasted on that day and ordered his Companions to fast as well.