DERIVATIVE LIABILITIES (Tables)

12 Months Ended

Dec. 31, 2013

Notes to Financial Statements

Assumptions for fair value of convertible instruments granted under Black-Scholes option pricing model

	December 31, 2013			December 31, 2012
Expected volatility		235% - 320	%		89% - 217	%
Expected term	0.48 – 3.61Years			1.5 - 4.36 Years
Risk-free interest rate		0.09% - 1.39	%		0.15% - 0.72	%
Expected dividend yield		0	%		0	%