Sahih Muslim Book 3, Hadith Number 660.

Chapter : It is obligatory for menstruating woman to complete the abandoned fats, but not the abandoned prayers.

Mu’adha reported: A woman asked ‘Aisha: Should one amongst us complete prayers abandoned during the period of menses? ‘Aisha said: Are you a Haruriya? When any one of us during the time of the Messenger of Allah (may peace be upon him) was in her menses (and abandoned prayer) she was not required to complete them.