At the example of two coupled waveguides we construct a periodic second order differential operator acting in a Euclidean domain and having spectral gaps whose edges are attained strictly inside the Brillouin zone. The waveguides are modeled by the Laplacian in two infinite strips of different width that have a common interior boundary. On this common boundary we impose the Neumann boundary condition but cut out a periodic system of small holes, while on the remaining exterior boundary we impose the Dirichlet boundary condition. It is shown that, by varying the widths of the strips and the distance between the holes, one can control the location of the extrema of the band functions as well as the number of the open gaps. We calculate the leading terms in the asymptotics for the gap lengths and the location of the extrema.