In a bilateral transaction involving a hedge fund and an investment bank, governed by a one-way credit support annex (CSA), the hedge fund's collateral requirements are based on the mark-to-market value of the transaction. The table below specifies the relevant values for determining the required collateral:

Value (CNY)	Mark-to-market value of net exposure	Mark-to-market value of collateral posted	Threshold amount	Minimum transfer amount	Rounding amount
	25,000,000	10,800,000	14,000,000	2,500,000	10,000

Given that the net exposure increases to CNY 27,000,000 while the mark-to-market value of the collateral posted remains unchanged, determine the amount of additional collateral that the hedge fund must provide.