Are there rules dictating that a Ph.D. supervisor must have a Ph.D.?
No, there isn't any general rule.

First, a PhD degree is awarded by a university, not by an individual.

The education system of a country or the university rules usually define which positions can officially act as supervisors. The same education system or the university rules establish which titles should have a person to be eligible for those positions: if the PhD is not required, which is not uncommon, there can certainly be PhD supervisors without a PhD.

Another case is the following: in Italy the PhD degree has been established some thirty-odd years ago. This means that most of those who became professors in Italy before that time don't have a PhD (as Federico rightly observes, some might have taken it abroad), but they surely can supervise students officially.