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?