The multimeter has a rectifier to measure AC, in this case probably a half wave one, and then calculates RMS voltage from integrating the rectified voltage and multiplying by 2 (for a half wave rectified sine wave, Vrms = Vpk / 2 *) plus some correction for voltage drops on the diodes. The numbers and the fact that the negative supply measures 0 make perfect sense. Just to check swap the probes and you should get 0, 38 and 0.

* Edit: to be precise, it should multiply by PI/SQRT(2) ~ 2.22, since for a sine Vrms = Vpk / SQRT(2) and for a half rectified sine Vaverage = Vpk / PI.