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After introducing the main notations and preliminary tools, the analysis focuses on the conditions that determine bounds by virtue of comonotonicity and countermonotonicity. A detailed discussion involves the crossing points of the cumulative distribution function (cdf) of the original difference with the cdf's of its comonotonic and countermonotonic transforms. Then, a numerical study of longevity trend bonds, using different mortality models and population data, exemplifies the results. 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