Depends on what monitor is in there.
The first response would be that there is a bare spot on the degauss wire and it's shorting to the frame. Unplugging the degauss coil would stop it from happening, but would disable the auto-degauss feature of your monitor.
The second response would be that the dag wire isn't properly connected to the neckboard, and the sparks are the monitor's attempts to completely the circuit of the big capacitor known as the tube. This is especially common on K7000 monitors.
The third response would be that the yoke is not the proper one for the chassis. I've seen this happen when attempting a chassis swap with a different yoke, and trying a yoke with similar ohms but not good enough.
And there may be other answers as well....