Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE LIABILITIES (Tables)

v3.5.0.2
DERIVATIVE LIABILITIES (Tables)
6 Months Ended
Jun. 30, 2016
Notes to Financial Statements  
Assumptions for fair value of convertible instruments granted under Black-Scholes option pricing model
    June 30, 2016  
 Expected volatility     238 %
 Expected term - years   0.86  
 Risk-free interest rate     0.58 %
 Expected dividend yield     0 %