An investment analyst is calculating the forward bucket 01 of a bond. The bond pays a 5% coupon annually, has a face value of CNY 100,000, and matures in 3 years. The analyst notes that the forward rate curve is flat at 3% (with all forward rates calculated for 1-year periods), and uses two forward buckets of 0-2 years and 2-3 years. What is the forward bucket 01 of the bond for the 2-3 year bucket, assuming an upward shift in interest rates?