Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE LIABILITIES (Tables)

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DERIVATIVE LIABILITIES (Tables)
6 Months Ended
Jun. 30, 2015
Notes to Financial Statements  
Assumptions for fair value of convertible instruments granted under Black-Scholes option pricing model
    June 30, 2015  
 Expected volatility     335 %
 Expected term - years   1.86  
 Risk-free interest rate     0.64 %
 Expected dividend yield     0 %