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see if you have the option copy to simcard.
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i have the same problem but my old phone doesn`t have the option to move sms to sim. any other way to move the SMS from Symbian S40 to Android ?
the backup i have is in .nbu file format and Microsoft Office .csv and .xls format
i had the sms in .csv file and after many fails i found an app which worked:
SMS Importer Lite https://play.google.com/store/apps/details?id=de.acomba.smsimporterlite