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In this paper, we study planar nonlocal Delaunay sets. That is, open sets in with constant nonlocal mean curvature that are periodic in , and even in and in . Using bifurcation analysis and fine explicit computations, we prove that every sufficiently -flat nonlocal Delaunay set in that is not a straight band is unstable with respect to volume-preserving periodic variations. Our results support the conjecture that, as in the local case, in the range of large areas, minimizers of the periodic nonlocal isoperimetric problem – also known as the nonlocal liquid drop problem with prescribed area between two parallel hyperplanes – are all straight bands.

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