Cryptic crossword clue
Kind of yarn in the reply after exchange of a couple of letters 5-3

The most common and most likely answer to this crossword clue is the 9 letter word THREE-PLY

I've seen this crossword clue in The Guardian
T
H
R
E
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P
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Y

Buddy explains!

The straight part
We know that "Kind of yarn" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case kind of yarn = three-ply.
The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.
This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.

Crossword Answer definitions

THREE-PLY noun
  1. Yarn having three strands
THREE-PLY adjective
  1. Having three strands or layers

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