Thanks for hinting on the problem. My first idea was the reason for this. As I 
said I started out making backup of transaction logs for all databases. When I 
saw the problem I investigated and noticed a couple of databases that where in 
Simple recovery mode. I then excluded those but did include the system 
databases.

Today when I modified the script it worked and I got the backup to complete 
without an error.

Annym

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