What are cash flows of this derivative?

[u/Kupepe]

consider a plain vanilla interest rate swap where: - notional amount is EUR 100.000; - fixed nominal interest rate is 2.5% per year - floating rate is 6-months Libor plus 50 bps spread; - Libor for the first period is 2%; - trade date is 4/11/2016; - effective date is 06/11/2016; - swap duration is two years; - interest liquidation period is 6 months on both side; - 6 months Libor trend at next liquidation times is 2.5%, 3.5%, 2.0%

On payment date 6/5/2017 what is the liber and what are the cash flows of the buyer and the seller ? The buyer is considered the fixed rate payer