One thing you could do is just use a SELECT DISTINCT when transferring the data, but if you want to remove duplicates I'd suggest this:

WITH deDupe

AS (

SELECT

BA.CODCTB,

BA.NIF_ANTIGO,

BA.NIF,

BA.FILIAL_NUMBER,

BA.INDEX_POS,

BA.DESC_ACTIVIDADE,

ROW_NUMBER() OVER (PARTITION BY BA.CODCTB, BA.NIF_ANTIGO,

BA.NIF, BA.FILIAL_NUMBER, BA.INDEX_POS,

BA.DESC_ACTIVIDADE ORDER BY BA.CODCTB) AS RowNo

FROM

dbo.BULK_ACTIVIDADES AS BA

)

DELETE FROM

deDupe

WHERE

deDupe.RowNo > 1