Column-specific context menu for Primefaces DataTable

How can I define context menu for each column differently in Primefaces datatable? Putting <p:contextMenu> inside <p:column> does not work properly. I want context menu to be different depending on which column user right-clicked in.

This does not work (context menu is created the same for all columns):

<p:dataTable value="#{values}" var="value" selectionMode="single" selection="#{selectedValue}" id="table">
    <p:column headerText="Col 1">
        <h:outputText value="#{value.balance}">
            <f:convertNumber type="currency"></f:convertNumber>
        </h:outputText>
        <p:contextMenu>
            <p:menuitem value="Report"></p:menuitem>
            <p:menuitem value="Change"></p:menuitem>
        </p:contextMenu>
    </p:column>
    <p:column headerText="col 2" >
        <h:outputText value="#{value.balance2}">
            <f:convertNumber type="currency"></f:convertNumber>
        </h:outputText>
    <p:contextMenu>
        <p:menuitem value="Something else"></p:menuitem>
    </p:contextMenu>
    </p:column>
</p:dataTable>

How to add column-specific context menu in Primefaces dataTable either by using PF components, extending PF components, or adding custom JavaScript?