Pygmy marmosets (Cebuella pygmaea) use a variety of trill-like vocalizations to maintain contact among group members throughout the day. Frequently, when one animal gives a trill, other animals will respond antiphonally. Among three pygmy marmosets in a captive group, there were clear patterns or sequences of calling among animals. All three animals would call in sequence more frequently than expected by chance, while the likelihood of an animal calling twice before each of the other animals called once was less than expected by chance. One particular ordering of three individuals calling in sequence was more common than the other ordering of three animals. Individual differences were found between the likelihood of initiating call sequences and the likelihood of calling later in a sequence. Pygmy marmosets appear to have a conversational rule system to govern their antiphonal calling.