Musannaf Ibn Abi Shayba 1:1151

Ubaydah ibn Humayd narrated to us, from Abu Farwah al-Hamdani, from al-Sha’bi, who said: I asked him, "Do you perform ghusl (ritual bath) with the water of the public bath (hammam) if you are in a state of janabah (major ritual impurity)?" He said, "Yes." Then I repeated it to him, "Make the ghusl thorough." He said, "So I said to him, 'Do you perform ghusl if you exit from it?'" He said, "Then why would I enter it?"