leakage current with alphatek 775 clamp

[cakey3]

Just bought one of these and tried using it on a few appliances and circuits and it seems to be picking up mA outside of the clamp. So when clamping the cpc of a circuit its reading 40 odd mA because its close to the live conductors. Move it away from live conductors and it goes down. surely this is not right? Anyone else have one?