The first beam measurements with a cold-bore superconducting in-vacuum undulator in a storage ring are reported. Undulators are x-ray generators in light sources. The physical limitations of these devices limit the intensity and the brilliance of the x-ray beam. At present the undulators are made from permanent magnets. It was shown in earlier papers that at low electron beam intensities superconductive wires in the vacuum beam pipe can overcome the limitations inherent to permanent magnet undulators. It was argued that the use of these novel devices in light sources with high beam currents may be limited by the extreme anomalous skin effect regime in Cu at 4.2 K, which has so far undergone very little investigation, and the power deposited by the infrared part of the synchrotron radiation. The purpose of this paper is to present measurements of these effects at the synchrotron light source ANKA with stored currents up to 200 mA.