I'm sure he wrote things that he then taught to his students, but my guess is that the pieces he wrote purely for pedagogical reasons were probably destroyed. The études, of course, are a different case; he was effectively writing the book on how to play 19th century music.
Of course, this is all speculation. But my guess is that he taught, along with much of his own work he had already composed, lots of the things he grew up on; Bach, Mozart, Scarlatti, some Beethoven, Handel, etc..