<DataGrid.ContextMenu>
CommandParameter="{Binding Path=PlacementTarget, RelativeSource={RelativeSource Mode=FindAncestor,AncestorType={x:Type ContextMenu}}}"
<ContextMenu>
<MenuItem Header="Load"/>
<MenuItem Header="Export">
<MenuItem Header="Excel"
Command="{Binding ExportExcelCommand}"
CommandParameter="{Binding Path=PlacementTarget, RelativeSource={RelativeSource Mode=FindAncestor,AncestorType={x:Type ContextMenu}}}"/>
<MenuItem Header="CSV"
Command="{Binding ExportCSVCommand}"/>
</MenuItem>
</ContextMenu>
</DataGrid.ContextMenu>