Why do mobile phone calls produce a vibration when they are near a speaker?
A little background...
How a speaker works: Speakers are controlled by driving small diaphrams with a magnet and that magnet is controlled by wires that take isolated 'wired' signals and convert them into sound.

How your cell phone works: Your cell phone has antennas in it.  They work by sending and receiving transmissions of electromagnetic waves. These waves are wireless signals that are picked up by antennas and then processed later.  Your phone is transmitting/receiving those electromagnetic signals. 

What is happening between the speaker and the phone: The wires in your speakers are inappropriately acting as antennas and are picking up your phones transmissions.   Note, that it only is happening when the phone is transmitting because it requires significant power to induce a current in your speaker's wires.  Also some consideration must be taken to understand the frequencies that control your speakers but that is more detail than necessary to understand the concept of what is happening. 

Read this reference here if you'd like to hear more.