Some people quite frequently use "Hmmm" in their emails and messages.
What does this mean? Does it mean they are annoyed?
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It is somewhat a close relative of "ok" or "I am following". More like when someone is telling/informing you about something you'd says "hmmmm" to indicated that you're following what is being told.
"Ummm" on the other hand means that you are thinking trying to recall or a find an answer to something, usually a question.
It's usually contextual plus the meaning varies from one group or locality to another depending on tactic agreement they have come to make about what it refers to.