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It should read open. The needle should jump a little bit, and then settle down to infinity. If you get a reading, it's shorted. You should be able to short the condensor out, and then the needle on the meter will jump again(the meter is charging the condensor whe the meter jumps).
If you turn your ohm meter on, and with the leads not touching anything, this should be the reading you have across a condenser. The case of the condenser is one of the terminals.