as per the act 1
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The Merchant of Venice, like so many of Shakespeare's plays, opens with a depressed and melancholy character. The depression of Antonio at the beginning, for which he can give no explanation, is much like Antipholus of Syracuse in The Comedy of Errors. Portia, the wealthy Belmont heiress, is likewise a depressed and unhappy character in the opening scenes. The reasons for their melancholy, although never directly expressed, are due to their self-absorption. And as with Antipholus in The Comedy of Errors, it is only by taking a huge risk (or both) that they will be able to overcome their depression. For Portia, this risk taking can be seen in her love for Bassanio, which will require her to risk her entire inheritance in order for her to win him. For Antonio, the risk is even greater; namely a pound of flesh, representing his very life.
In the first scene,Shakespear opens with the merchant who gives title to the drama. Interest is quickened by showing him in a strange melancholy which is never explained.Shakespear's motive was dramatic proprietory,a foreboding of the dangers to come.Antonios character was also passive, may be because in the time that the drama was written passive characters earned much sentiment.
Bassanio was loving Portia. He had told this to Antonio. So, Antonio might be sad as Bassanio would now show more affection towards portia than towards antonio. i think this is the reason for his melancholy.