<p>A deflection coil is formed into a saddle shape by winding up a conductive wire ribbon in layers, such that the layered wire ribbon is formed in its cross-section into a parallelogram with adjoining sides crossing one another at other than 90 degrees. The deflection coil is produced by winding up in layers the wire ribbon in a plurality of coil grooves of a coil-winding frame die while the wire ribbon is delivered out from a nozzle, obliquely against the side wall face of each coil groove. <IMAGE></p>