This invention provides an improved deflection yoke of a self-convergence system for deflecting electron beams of a color CRT with in-line electron guns for emitting the electron beams, capable of preventing both a vertical misconvergence of R/B lines and a cross-misconvergence at a low cost. The deflection yoke includes at least a pair of saddle type horizontal deflection coils. Each of the saddle type horizontal coils has two main coil sections divided by a window at a center thereof, a front rim forming a front mouth, a rear rim forming a rear mouth and, at least, a first split-winding section nearby one of the front and rear rims. Further, a second split-winding section is provided in the respective two main coil sections in a rear half of the respective two main coil sections. The second split-winding section is divided into two parts, a first coil part positioned close to the window and a second coil part positioned remote from the window, by a small opening. The first coil part has a bent part being bent toward the window to define the small opening.