Ibn Abbas (RA) (Allah be pleased with both of them) reported that when Allah's Messenger ( صلی اللہ علیہ وسلم ) came to Madinah, he found the Jews observing the fast on the day of Ashura. They (the Jews) were asked about it and they said: It is the day on which Allah granted victory to Moses (ؑ) and (his people) Bani Isra'il over the Pharaoh and we observe fast out of gratitude to Him. Upon this the Apostle of Allah ( صلی اللہ علیہ وسلم ) said: We have a closer connection with Moses (ؑ) than you have, and he commanded to observe fast on this day.