An investment bank has a one-way credit support annex (CSA) on a bilateral transaction with a hedge fund counterparty. Under the terms of the CSA, the mark-to-market value of the transaction forms the basis of the hedge fund's collateral requirements, which are provided below:

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

Assuming the net exposure increases to CNY 27,000,000 and the mark-to-market value of collateral posted has not changed, how much additional collateral will the hedge fund have to post?