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.

"This document is for your records because you should keep a record of all your expenses for the tax authorities." (Your personal files.) "I am sending you this document just for your information." (No action is needed) "For your information, I do have a problem with you being late every night for dinner". (Ironic use when you want someone to know that something is important to you.)