The extremist group had recaptured the city in December from government troops nine months after IS was expelled from there in a Russia-backed offensive and while Syrian government forces were focused on retaking the eastern half of the city of Aleppo from rebels.
When they previously controlled Palmyra, IS militants had used the Roman amphitheater for public killings, including those in a video showing 25 boys with pistols shooting captured Syrian soldiers, the ancient colonnades visible in the background.
The city has been largely emptied out of its residents, following the government offensive in March last year.
The Britain-based Syrian Observatory for Human Rights and another activist network, the Palmyra Monitor, said the 12 captives were killed yesterday.
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They were captured as they tried to escape the IS offensive on Palmyra last month. The Observatory said four teachers and government employees were beheaded in the courtyard of the Palmyra museum.
The Observatory and the Palmyra Monitor said the others four opposition fighters and four pro-government troops were first shot, then beheaded in the Roman amphitheater or in a former Russian base in Palmyra.
There were no bodies attached to the heads, and it was not clear if the six were killed in battle or after they were taken captive.
Over the past year, IS has suffered defeats in both Syria and Iraq, losing several towns and cities it had captured in 2014.
Its surprise re-taking of Palmyra came weeks before it went on a wide assault in Deir el-Zour, against the government controlled part of the city. Activists said it was the IS group's most aggressive onslaught on the government area and a nearby military air base in a year.
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