Sahih Muslim Book 3, Hadith Number 662.

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

Mu’adha said: I asked ‘Aisha: What is the reason that a menstruating woman completes the fasts (that she abandons during her monthly course), but she does not complete the prayers? She (Hadrat ‘Aisha) said: Are you a Haruriya? I said: I am not a Haruriya, but I simply want to inquire. She said: We passed through this (period of menstruation), and we were ordered to complete the fasts, but were not ordered to complete the prayers.