Hello @NMALKI 

It supposes to work. I tried, and it worked for me.

Try to migrate five records and see if there is a character breaking the migration from the notes. 
 
The other workaround is to migrate using code, building a code with arrays. You need an array with the BO and another one with your notes, and the code will have a cursor to select OBJID and OBJVERSION per each business opportunity, and you pass the values per index to the API
BUSINESS_OPPORTUNITY_API.Write_Note__(OBJVERSION, OBJKEY, ‘YOUR NOTES’);
commit;

I hope this helps!
JL
 

Here is a screenshot from a migration job where we used this function, we used the file migration first though. From what I remember this is documented in the technical documentation and they use the business opportunity as the example.

Thanks a lot everyone , yes it works