The same thing happened to me. I had my card for only one month, made a small purchase on, paid the bill in store right after the purchase and them BAM! $200.00 CLI!
I don't know yet because I only opened my account in March .I have heard very good things about Macy's in this forum. Try doing a search for Macy's CLI's and see what pops up.
Were you still able to get a GLI after 3 months?
I received an automatic CLI around Christmas, right before it was time to ask for my next GLI. I was still able to get the GLI. It seems that Macy's will occasionally give you surprise increases, which do not affect your ability to ask for and receive GLIs every 3 months. As long as you're using the card, that is.