I'm not sur with my answer, but i suggest you to use a voltage divider, try to consume a current as low as possible (lets say 0.01 mA), than measure the voltage of a resistor which represents a small fraction of the original voltage, than use an OpAmp to amplify it and use it as suitable. To get a good measurement accuracy you have to use very accurate resistors.
It is not difficult: there are high voltage probes, practically a voltage divider (which covers this voltage level without problems) and that can be connected to an usual oscilloscope. Their voltage divide-down ratio is high, usually 1000:1 and their input impedance is very high (say at least 100 MOhms). It should be checked that their frequency range covers your frequency (you have not specified whether it is about power frequency or higher). Thus, in the open circuit you will be able to measure (in the described conditions) the induced e.m.f (which is essential). In a closed circuit (on a given impedance) you will measure the voltage across its terminals. (I hope that this is your intention regarding "close circuit conditions"). With some precautions, even you can built such a voltage divider.