Thanks for your e-mail which/that was very interesting.
I think 'that' is the correct option.
Am I right?
Thanks.
sundarnaz Am I right? Neither sentence is natural. " "That" would not work there.
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sundarnazAm I right?
Neither sentence is natural. Use "Thanks for your very interesting e-mail." If you want to make a parenthetical subordinate clause with "which" or "that", then you need a comma, and "which" is natural: "Thanks for your e-mail, which was very interesting." "That" would not work there.
sundarnazThanks for your e-mail which/that was very interesting.
Neither.
It is rather impolite. It implies that all the other emails went into the trash folder because they were uninteresting, dull and boring.
Instead:
I found your last email to be very interesting.