From ‘Aaishah and Umm Salamah radi Allaahu ‘anhumaa:
that the dawn would come upon the Prophet sall Allaahu ‘alahi wa sallam whilst he was junub (in a state of impurity after having had sexual intercourse) from his wife, then he would make ghusl and fast.

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The Shaykh Muhammad ibn Saalih al ‘Uthaymeen rahimahullaah commented:

‘Aaishah and Umm Salamah radi Allaahu ‘anhumaa – and they were from the Mothers of the Believers and from the most knowledgeable of the people about what the Prophet sall Allaahu ‘alaihi wa sallamused to do in his house – informed that the Prophet sall Allaahu ‘alaihi wa sallam would have sexual intercourse with his wife in Ramadaan, then fast, and dawn would come upon him before he would make ghusl; so he would proceed with his fast and he would not make it up (later).

And their informing of this was in response to Marwaan ibn al Hakam when he sent someone to ask the two of them about that.

(taken from Sh Uthaymeen’s explanation of ‘Umdat-ul-Ahkaam
translated by Nasser ibn Najam)