You don't state the size of these indicated readings. If they are quite small numbers (millivolts) then this is perfectly normal with open circuit test leads on any measurement system. You are simply looking at induced emf from all kinds of sources. If you connect the leads together, it will (should) reduce to zero (or very close to it) but it also depends on the surrounding electromagnetic fields; fluorescent lights are well known for this kind of interference. The worst place I have encountered for EMI (electromagnetic interference) is a railway environment with 25kV overhead lines. The fields are immense, to the extent that a professional voltage detector wand (lights up next to the live wire) is permanently on everywhere you go! Several years ago Raitrack (now Network Rail) issued these to all the maintenanace engineers who found that the only use for them was as a very weak battery-less torch!! Your problem is the sensitivity of digital test meters and the laws of physics. I have always liked Fluke kit, and leads are a real individual taste thing (restricted by GS38, sadly).