Your employer is required to give you a P60 -- which will be often included with the May payslip -- it has to be issued by May 31st. They are required, by law, to keep P60 records for three years. If a P60 is not available for review an IP will often accept the last few payslips, up to the end of the financial year (5th April), as these usually have running totals.
My opinions are merely that .. opinions based on experience. Always seek professional advice.
IVA Completed 23rd July 2013 .... C.C. 10th January 2014 http://foggy.blogs.iva.co.uk