A process for producing cellulosic formed materials having high water retention capacity according to the dry-wet extrusion process by producing a solution of 5 to 20 wt.-% of cellulose in a hydrous tertiary amine oxide, extruding the solution, stretching the extrudate in a non-precipitating medium, and precipitating the formed materials in an aqueous or alcoholic precipitating bath, characterized by extruding a solution including 0.01 to 250 wt.-%, relative to cellulose, of at least one superabsorbent polymer having a grain size of .ltoreq.100 .mu.m. The fibers, films, and composite materials being formed are remarkable for their high water retention capacity and are suitable in the production of hygiene products, baby or disposable diapers, sanitary towels, tampons, incontinence articles, absorbent patches, wound dressings, strappings, bandages, absorbent cloths, moisture-absorbing clothing, bed mattings, filter materials or filters, packaging materials, or cable sheathings.