No, they are used in different situations.
"For your records" as in "Please keep these documents for your records." means that you should hold on to certain documents or information for safe-keeping, such as receipts, certificates, etc.
"For your information" is a phrase used when you are giving information to someone that you think they should remember. For example, "For your information, I have never been to that bar." Depending on the context, this phrase can take on a scolding tone.